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Found 33 Documents (Results 1–33)

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Stochastic programming approximations using limited moment information, with application to asset allocation. (English) Zbl 1243.90155

Infanger, Gerd (ed.), Stochastic programming. The state of the art. In honor of George B. Dantzig. New York, NY: Springer (ISBN 978-1-4419-1641-9/hbk; 978-1-4419-1642-6/ebook). International Series in Operations Research & Management Science 150, 97-138 (2011).
MSC:  90C15 91G10
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Application of two-stage stochastic linear program for portfolio selection problem. (English) Zbl 1172.91317

Gavrilova, Marina (ed.) et al., Computational science and its applications – ICCSA 2006. International conference, Glasgow, UK, May 8–11, 2006. Proceedings, Part III. Berlin: Springer (ISBN 3-540-34075-0/pbk). Lecture Notes in Computer Science 3982, 944-953 (2006).
MSC:  91G10 90C15
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A stochastic program for interdicting smuggled nuclear material. (English) Zbl 1049.90049

Woodruff, David L. (ed.), Network interdiction and stochastic integer programming. Boston, MA: Kluwer Academic Publishers (ISBN 1-4020-7302-X/hbk). Oper. Res./Comput. Sci. Interfaces Ser. 22, 1-19 (2003).
MSC:  90C15 90C90
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