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Applications of Stochastic Programming, 2005
- Stein W. Wallace, William T. Ziemba:
Applications of Stochastic Programming. SIAM 2005, ISBN 978-0-89871-555-2 - Horand I. Gassmann, Stein W. Wallace, William T. Ziemba:
1. Stochastic Programming Computer Implementations. 3-8 - Horand I. Gassmann:
2. The SMPS Format for Stochastic Linear Programs. 9-19 - Alan J. King, Stephen E. Wright, Gyana R. Parija, Robert Entriken:
3. The IBM Stochastic Programming System. 21-36 - Alexei A. Gaivoronski:
4. SQG: Software for Solving Stochastic Programming Problems with Stochastic Quasi-Gradient Methods. 37-60 - Jeff T. Linderoth, Stephen J. Wright:
5. Computational Grids for Stochastic Programming. 61-77 - Peter Kall, János Mayer:
6. Building and Solving Stochastic Linear Programming Models with SLP-IOR. 79-93 - Emmanuel Fragnière, Jacek Gondzio:
7. Stochastic Programming from Modeling Languages. 95-113 - Patrick Valente, Gautam Mitra, Chandra A. Poojari:
8. A Stochastic Programming Integrated Environment. 115-136 - Michael A. H. Dempster, J. E. Scott, Giles W. P. Thompson:
9. Stochastic Modeling and Optimization Using stochastics. 137-157 - Horand I. Gassmann, David M. Gay:
10. An Integrated Modeling Environment for Stochastic Programming. 159-175 - Horand I. Gassmann, Sandra L. Schwartz, Stein W. Wallace, William T. Ziemba:
11. Introduction to Stochastic Programming Applications. 179-184 - Warren B. Powell, Huseyin Topaloglu:
12. Fleet Management. 185-215 - Antonio Alonso-Ayuso, Laureano F. Escudero, M. Teresa Ortuño:
13. Modeling Production Planning and Scheduling under Uncertainty. 217-252 - Asgeir Tomasgard, E. Høeg:
14. A Supply Chain Optimization Model for the Norwegian Meat Cooperative. 253-276 - Jitka Dupacová, Pavel Popela:
15. Melt Control: Charge Optimization via Stochastic Programming. 277-297 - Julia L. Higle, Suvrajeet Sen:
16. A Stochastic Programming Model for Network Resource Utilization in the Presence of Multiclass Demand Uncertainty. 299-313 - A. B. Philpott:
17. Stochastic Optimization and Yacht Racing. 315-336 - H. Berglann, Sjur Didrik Flåm:
18. Stochastic Approximation, Momentum, and Nash Play. 337-345 - Alan J. King, László Somlyódy, Roger J.-B. Wets:
19. Stochastic Optimization for Lake Eutrophication Management. 347-378 - Gary W. Yohe:
20. Mitigating Anthropogenic Climate Change. 379-407 - David W. Watkins Jr., Daene C. McKinney, David P. Morton:
21. Groundwater Pollution Control. 409-424 - Tatiana Ermolieva, Yuri M. Ermoliev:
22. Catastrophic Risk Management: Flood and Seismic Risks Case Studies. 425-444 - Karl Frauendorfer, Michael Schürle:
23. Refinancing Mortgages in Switzerland. 445-469 - Stavros A. Zenios:
24. Optimization Models for Structuring Index Funds. 471-501 - John M. Mulvey, Hafize G. Erkan:
25. Decentralized Risk Management for Global Property and Casualty Insurance Companies. 503-530 - Leonard C. MacLean, Yonggan Zhao, William T. Ziemba:
26. Wealth Goals Investing. 531-544 - Helmut Mausser, Dan Rosen:
27. Scenario-Based Risk Management Tools. 545-574 - Elena A. Medova, A. Sembos:
28. Price Protection Strategies for an Oil Company. 575-607 - Pavlo A. Krokhmal, Stan Uryasev, Grigoriy Zrazhevsky:
29. Numerical Comparison of Conditional Value-at-Risk and Conditional Drawdown-at-Risk Approaches: Application to Hedge Funds. 609-631 - Nicole Gröwe-Kuska, Werner Römisch:
30. Stochastic Unit Commitment in Hydrothermal Power Production Planning. 633-653 - Shi-Jie Deng, Shmuel S. Oren:
31. Valuation of Electricity Generation Capacity. 655-667 - Alexei A. Gaivoronski:
32. Stochastic Optimization Problems in Telecommunications. 669-704
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