Sample-path optimization of convex stochastic performance functions Erica L. PlambeckBor-Ruey FuRajan Suri OriginalPaper Pages: 137 - 176
A stochastic programming model for funding single premium deferred annuities Soren S. NielsenStavros A. Zenios OriginalPaper Pages: 177 - 200
Differentiation formulas for probability functions: The transformation method K. Marti OriginalPaper Pages: 201 - 220
SLP-IOR: An interactive model management system for stochastic linear programs Peter KallJános Mayer OriginalPaper Pages: 221 - 240
Cut sharing for multistage stochastic linear programs with interstage dependency Gerd InfangerDavid P. Morton OriginalPaper Pages: 241 - 256
Duality and statistical tests of optimality for two stage stochastic programs Julia L. HigleSuvrajeet Sen OriginalPaper Pages: 257 - 275
Barycentric scenario trees in convex multistage stochastic programming Karl Frauendorfer OriginalPaper Pages: 277 - 293
Implementing bounds-based approximations in convex-concave two-stage stochastic programming N. C. P. EdirisingheW. T. Ziemba OriginalPaper Pages: 295 - 325
A parallel implementation of the nested decomposition algorithm for multistage stochastic linear programs John R. BirgeChristopher J. DonohueOleg G. Svintsitski OriginalPaper Pages: 327 - 352
