Solving SLP recourse problems with arbitrary multivariate distributions—the dependent case

Authors:
Karl Frauendorfer
Affiliations:
-
Venue:
Mathematics of Operations Research
Year:
1988

Citing 0
Cited 3

Multiperiod Portfolio Optimization with Terminal Liability: Bounds for the Convex Case

Computational Optimization and Applications
Minimizing makespan in a multiclass fluid network with parameter uncertainty

Probability in the Engineering and Informational Sciences
An upper bound on the expected value of a non-increasing convex function with convex marginal return functions

Operations Research Letters

Quantified Score

Hi-index	0.00

Visualization

Abstract