Author:
Mulvey John M.,Rosenbaum Daniel P.,Shetty Bala
Subject
Information Systems and Management,Management Science and Operations Research,Modelling and Simulation,General Computer Science,Industrial and Manufacturing Engineering
Reference74 articles.
1. Estimation Risk and Optimal Portfolio Choice;Bawa,1979
2. Integrative risk management for individual investors;Berger,1996
3. An extension of the DQA algorithm to convex stochastic programs;Berger;SIAM Journal on Optimization,1994
4. Solving multistage stochastic programs using tree dissection;Berger;SIAM Journal on Optimization,1996
5. Efficient solution of two-stage stochastic linear programs using interior point methods;Birge;Computational Optimization and Applications,1992
Cited by
66 articles.
订阅此论文施引文献
订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献