Computational Optimization and Applications
Adaptive stochastic manpower scheduling
Proceedings of the 30th conference on Winter simulation
Solving Stochastic Linear Programs with Restricted RecourseUsing Interior Point Methods
Computational Optimization and Applications
A Novel Sampling Approach to Combinatorial Optimization Under Uncertainty
Computational Optimization and Applications
Multiperiod Portfolio Optimization with Terminal Liability: Bounds for the Convex Case
Computational Optimization and Applications
Computers and Operations Research
Proceedings of the 38th conference on Winter simulation
Sequential sampling for solving stochastic programs
Proceedings of the 39th conference on Winter simulation: 40 years! The best is yet to come
Computers and Operations Research
A Sequential Sampling Procedure for Stochastic Programming
Operations Research
Recourse-based stochastic nonlinear programming: properties and Benders-SQP algorithms
Computational Optimization and Applications
Monte Carlo bounding techniques for determining solution quality in stochastic programs
Operations Research Letters
Enhancing Quasi-Monte Carlo Methods by Exploiting Additive Approximation for Problems in Finance
SIAM Journal on Scientific Computing
Optimization simulation: the case of multi-stage stochastic decision models
Proceedings of the Winter Simulation Conference
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