Mixing stochastic dynamic programming and scenario aggregation Nils Jacob BerlandKjetil K. Haugen OriginalPaper Pages: 1 - 19
Scenario-based stochastic programs: Resistance with respect to sample Jitka Dupačová OriginalPaper Pages: 21 - 38
Parallel decomposition of large-scale stochastic nonlinear programs John R. BirgeCharles H. Rosa OriginalPaper Pages: 39 - 65
An algorithm for the construction of convex hulls in simple integer recourse programming Willem K. Klein HaneveldLeen StougieMaarten H. van der Vlerk OriginalPaper Pages: 67 - 81
On the formulation of stochastic linear programs using algebraic modelling languages H. I. GassmannA. M. Ireland OriginalPaper Pages: 83 - 112
A parallel inexact newton method for stochastic programs with recourse Xiaojun ChenRobert S. Womersley OriginalPaper Pages: 113 - 141
Second-order scenario approximation and refinement in optimization under uncertainty N. C. P. EdirisingheG-M. You OriginalPaper Pages: 143 - 178
Network games; adaptations to Nash-Cournot equilibrium Sjur Didrik FlåmCharles Horvath OriginalPaper Pages: 179 - 195
Feasibility in uncapacitated networks: The effect of individual arcs and nodes Saied GhannadanStein W. Wallace OriginalPaper Pages: 197 - 210
An enhanced decomposition algorithm for multistage stochastic hydroelectric scheduling David P. Morton OriginalPaper Pages: 211 - 235
Solving linear programs with multiple right-hand sides: Pricing and ordering schemes Horand I. GassmannStein W. Wallace OriginalPaper Pages: 237 - 259
Restricted recourse strategies for bounding the expected network recourse function Linos F. FrantzeskakisWarren B. Powell OriginalPaper Pages: 261 - 287
On augmented Lagrangian decomposition methods for multistage stochastic programs Charles H. RosaAndrzej Ruszczyński OriginalPaper Pages: 289 - 309
