A parallel implementation of the nested decomposition algorithm for multistage stochastic linear programs

Near-optimal adaptive control of a large grid application

ICS '02 Proceedings of the 16th international conference on Supercomputing

Decomposition Algorithms for Stochastic Programming on a Computational Grid

Computational Optimization and Applications

A multistage stochastic programming algorithm suitable for parallel computing

Parallel Computing - Special issue: Parallel computing in numerical optimization

Financial planning via multi-stage stochastic optimization

Computers and Operations Research

Decomposition Based Interior Point Methods for Two-Stage Stochastic Convex Quadratic Programs with Recourse

Operations Research

Quantified linear programs: a computational study

ESA'11 Proceedings of the 19th European conference on Algorithms