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Building and Solving Large-Scale Stochastic Programs on an Affordable Distributed Computing System

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References

1985Decomposition and Partitioning Methods for Multistage Stochastic Linear Programs588 cited
1997State-of-the-Art-Survey—Stochastic Programming: Computation and Applications245 cited
1971On Optimal Myopic Portfolio Policies, with and Without Serial Correlation of Yields177 cited
2001High-Performance Computing for Asset-Liability Management108 cited
1974Convergence to isoelastic utility and policy in multiperiod portfolio choice102 cited
1995Scenario formulation in an algebraic modelling language35 cited
1975ON OPTIMAL MYOPIC PORTFOLIO POLICIES, WITH AND WITHOUT SERIAL CORRELATION OF YIELDS31 cited

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1999Capacity Planning Under Uncertain Demand in Telecommunications Networks26 cited

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