Optimization Methods and Software

A Branch and Bound Method for Stochastic Integer Problems Under Probabilistic Constraints
pp. 359-382(24)
Authors: Beraldi P.; Ruszczyski A.

A Riccati-Based Primal Interior Point Solver for Multistage Stochastic Programming - Extensions
pp. 383-407(25)
Authors: Blomvall J.; Lindberg P.O.

Probability Bounds Given by Hypercherry Trees
pp. 409-422(14)
Authors: Bukszár J.; Szántai T.

SISP: Simplified Interface for Stochastic Programming
pp. 423-443(21)
Authors: Condevaux-Lanloy C.; Fragnière E.; King> A.

On a Dual Method for a Specially Structured Linear Programming Problem with Application to Stochastic Programming
pp. 445-492(48)
Authors: Fábián C.I.; Prékopa A.; Ruf-Fiedler O.

Stochastic Programming, Cooperation, and Risk Exchange
pp. 493-504(12)
Authors: Flåm S.D.

Approximation of the Quantile Minimization Problem with Decision Rules
pp. 505-522(18)
Author: Lepp R.

Minimax Analysis of Stochastic Problems
pp. 523-542(20)
Authors: Shapiro A.; Kleywegt A.

The Integer Programming Background of a Stochastic Integer Programming Algorithm of Dentcheva-Prékopa-Ruszczyski
pp. 543-559(17)
Authors: Vizvári B.