Volume 75; Issue 2

Mathematical Programming

Volume 75; Issue 2
1

Challenges in stochastic programming

Roger J-B Wets
Journal:
Mathematical Programming
Year:
1996
Language:
english
File:
PDF, 1.10 MB
english, 1996
3

A stochastic programming model for funding single premium deferred annuities

Soren S. Nielsen, Stavros A. Zenios
Journal:
Mathematical Programming
Year:
1996
Language:
english
File:
PDF, 1.27 MB
english, 1996
4

Differentiation formulas for probability functions: The transformation method

K. Marti
Journal:
Mathematical Programming
Year:
1996
Language:
english
File:
PDF, 777 KB
english, 1996
5

SLP-IOR: An interactive model management system for stochastic linear programs

Peter Kall, János Mayer
Journal:
Mathematical Programming
Year:
1996
Language:
english
File:
PDF, 1.14 MB
english, 1996
6

Cut sharing for multistage stochastic linear programs with interstage dependency

Gerd Infanger, David P. Morton
Journal:
Mathematical Programming
Year:
1996
Language:
english
File:
PDF, 745 KB
english, 1996
7

Duality and statistical tests of optimality for two stage stochastic programs

Julia L. Higle, Suvrajeet Sen
Journal:
Mathematical Programming
Year:
1996
Language:
english
File:
PDF, 965 KB
english, 1996
8

Barycentric scenario trees in convex multistage stochastic programming

Karl Frauendorfer
Journal:
Mathematical Programming
Year:
1996
Language:
english
File:
PDF, 924 KB
english, 1996