The experimental version of the TWOSTAGE code for solving the two stage stochastic linear programs with discretely distributed random right-hand-sides and/or technology matrix gives an alternate possibility to the existing software produced in SDS/ADO
Stochastic integer programming is more complicated than stochastic linear programming, as will be ex...
Stochastic integer programming is more complicated than stochastic linear programming, as will be ex...
This work focuses on the basic stochastic decomposition (SD) algorithm of Higle and Sen [J.L. Higle,...
This paper presents a tutorial on the state-of-the-art software for the solution of two-stage (mixed...
Stochastic linear programming problems are linear programming problems for which one or more data el...
In this dissertation, we focus on developing sampling-based algorithms for solving stochastic linear...
The thesis deals with the algorithms for two-stage stochastic programs. The first chapter considers ...
A new approach to the regularized decomposition (RD) algorithm for two stage stochastic problems is ...
This paper contains most of the documentation for a collection of routines designed to solve problem...
Stochastic linear programming is an effective and often used technique for incorporating uncertainti...
Formulation of stochastic optimisation problems and computational algorithms for their solution cont...
A class of algorithms for solving multistage stochastic recourse problems is described. The scenario...
This thesis was submitted for the degree of Doctor of Philosophy and awarded by Brunel University.In...
Stochastic linear programs are linear programs in which some of the problem data are random variable...
The thesis deals with a multistage stochastic model and its application to a number of practical pro...
Stochastic integer programming is more complicated than stochastic linear programming, as will be ex...
Stochastic integer programming is more complicated than stochastic linear programming, as will be ex...
This work focuses on the basic stochastic decomposition (SD) algorithm of Higle and Sen [J.L. Higle,...
This paper presents a tutorial on the state-of-the-art software for the solution of two-stage (mixed...
Stochastic linear programming problems are linear programming problems for which one or more data el...
In this dissertation, we focus on developing sampling-based algorithms for solving stochastic linear...
The thesis deals with the algorithms for two-stage stochastic programs. The first chapter considers ...
A new approach to the regularized decomposition (RD) algorithm for two stage stochastic problems is ...
This paper contains most of the documentation for a collection of routines designed to solve problem...
Stochastic linear programming is an effective and often used technique for incorporating uncertainti...
Formulation of stochastic optimisation problems and computational algorithms for their solution cont...
A class of algorithms for solving multistage stochastic recourse problems is described. The scenario...
This thesis was submitted for the degree of Doctor of Philosophy and awarded by Brunel University.In...
Stochastic linear programs are linear programs in which some of the problem data are random variable...
The thesis deals with a multistage stochastic model and its application to a number of practical pro...
Stochastic integer programming is more complicated than stochastic linear programming, as will be ex...
Stochastic integer programming is more complicated than stochastic linear programming, as will be ex...
This work focuses on the basic stochastic decomposition (SD) algorithm of Higle and Sen [J.L. Higle,...