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Modelling and analysis of multistage stochastic programming problems: A software environment
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Modelling and analysis of multistage stochastic programming problems: A software environment (1997)Modelling and analysis of multistage stoc…Stochastic Programming (2010)Stochastic ProgrammingLinear Programming Under Uncertainty (2004)Linear Programming Under Unce…Robust Optimization of Large-Scale Systems (1995)Robust Optimization of Large-…A stochastic programming model for money management (1995)A stochastic programming mode…Production planning via scenario modelling (1993)Production planning via scena…Planning under uncertainty solving large-scale stochastic linear programs (1992)Planning under uncertainty so…Stochastic Decomposition: An Algorithm for Two-Stage Linear Programs with Recourse (1991)Stochastic Decomposition: An …Scenarios and Policy Aggregation in Optimization Under Uncertainty (1991)Scenarios and Policy Aggregat…A One-Factor Model of Interest Rates and Its Application to Treasury Bond Options (1990)A One-Factor Model of Interes…Stochastic network optimization models for investment planning (1989)Stochastic network optimizati…Numerical Techniques for Stochastic Optimization (1988)Numerical Techniques for Stoc…Mathematical models for decision support (1987)Mathematical models for decis…A Bank Asset and Liability Management Model (1986)A Bank Asset and Liability Ma…Decomposition and Partitioning Methods for Multistage Stochastic Linear Programs (1985)Decomposition and Partitionin…A Theory of the Term Structure of Interest Rates (1985)A Theory of the Term Structur…Linear Programming under Uncertainty (1955)Linear Programming under Unce…Decisions with Multiple Objectives (1993)Robust solutions of uncertain linear programs (1999)Robust optimization – A comprehensive survey (2007)Theory of games and economic behavior (2019)Stochastic Programming Models (2003)Stochastic Linear Programming (2010)Optimum consumption and portfolio rules in a continuous-time model (1971)An equilibrium characterization of the term structure (1977)Bond Pricing and the Term Structure of Interest Rates: A New Methodology for Contingent Claims Valuation (1992)A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options (1993)Dynamic Asset Pricing Theory. (1993)Theory of rational option pricing (2005)Chance-Constrained Programming (1959)Lectures on Stochastic Programming: Modeling and Theory (2009)Numerical Procedures for Implementing Term Structure Models I: Single-Factor Models (1994)A Nonparametric Model of Term Structure Dynamics and the Market Price of Interest Rate Risk (1997)Arbitrage Theory in Continuous Time (2004)Dual decomposition in stochastic integer programming (1999)Scenarios for Multistage Stochastic Programs (2000)Optimization under uncertainty: state-of-the-art and opportunities (2003)A simulation-based approach to two-stage stochastic programming with recourse (1998)The empirical behavior of sampling methods for stochastic programming (2006)A unified framework for stochastic optimization (2018)Markowitz Revisited: Mean-Variance Models in Financial Portfolio Analysis (2001)Deterministic Equivalents for Optimizing and Satisficing under Chance Constraints (1963)A two-stage stochastic programming framework for transportation planning in disaster response (2004)Monte Carlo bounding techniques for determining solution quality in stochastic programs (1999)
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