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Stochastic linear programming

, and . International series in operations research & management science Springer, New York, NY, (2005)

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A Large-Scale Optimization Model for Replicating Portfolios in the Life Insurance Industry., , , and . Oper. Res., 69 (4): 1134-1157 (2021)6. Building and Solving Stochastic Linear Programming Models with SLP-IOR., and . Applications of Stochastic Programming, SIAM, (2005)Some insights into the solution algorithms for SLP problems., and . Ann. Oper. Res., 142 (1): 147-164 (2006)Stochastic linear programming, and . International series in operations research & management science Springer, New York, NY, (2005)On the Numerical Solution of Stochastic Optimization Problems.. System Modelling and Optimization, volume 199 of IFIP International Federation for Information Processing, page 193-206. Springer, (2005)Multiperiod Stochastic Optimization Problems with Time-Consistent Risk Constraints., and . OR, page 521-526. Springer, (2011)Computational aspects of minimizing conditional value-at-risk., and . Comput. Manag. Science, 3 (1): 3-27 (2006)SLP-IOR: An interactive model management system for stochastic linear programs., and . Math. Program., (1996)