Author of the publication

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)

Please choose a person to relate this publication to

To differ between persons with the same name, the academic degree and the title of an important publication will be displayed. You can also use the button next to the name to display some publications already assigned to the person.

 

Other publications of authors with the same name

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)6. Building and Solving Stochastic Linear Programming Models with SLP-IOR., and . Applications of Stochastic Programming, SIAM, (2005)A Large-Scale Optimization Model for Replicating Portfolios in the Life Insurance Industry., , , and . Oper. Res., 69 (4): 1134-1157 (2021)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)