On nonsmooth and discontinuous problems of stochastic systems optimization
Ermoliev, Y.M.; Norkin, V.I.
Optimal allocation of simulation experiments in discrete stochastic optimization and approximative algorithms
Futschik, A.; Pflug, G.C.
Stochastic gradient algorithm with random truncations
Estimated stochastic programs with chance constraints
A cutting-plane approach to mixed 0-1 stochastic integer programs
Caroe, C.C.; Tind, J.
The augmented system variant of IPMs in two-stage stochastic linear programming computation
Accelerating the regularized decomposition method for two stage stochastic linear problems
Ruszczynski, A.; Swietanowski, A.
Modelling and analysis of multistage stochastic programming problems: A software environment
Messina, E.; Mitra, G.
Stochastic optimization on Bayesian nets
Archetti, F.; Gaivoronski, A.; Stella, F.
Discretized reality and spurious profits in stochastic programming models for asset/liability management
Fast simulation of blocking probabilities in loss networks
An applied study on recursive estimation methods, neural networks and forecasting
Teixeira, J.C.; Rodrigues, A.J.