Subject
Applied Mathematics,Industrial and Manufacturing Engineering,Management Science and Operations Research,Software
Reference15 articles.
1. S. Ahmed, A. Shapiro, The sample average approximation method for stochastic programs with integer recourse, Technical Report, Georgia Institute of Technology, 2002. Available at: www.optimization-online.org
2. Call center staffing with simulation and cutting plane methods;Atlason;Annals of Operations Research,2004
3. Handling CVaR objectives and constraints in two-stage stochastic models;Fábián;European Journal of Operational Research,2008
4. Algorithms for handling CVaR-constraints in dynamic stochastic programming models with applications to finance;Fabian;Journal of Risk,2008
5. Duality in stochastic linear and dynamic programming;Klein Haneveld,1985
Cited by
87 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