Financial planning via multi-stage stochastic optimization
Computers and Operations Research
Medium term scheduling of a hydro-thermal system using stochastic model predictive control
Automatica (Journal of IFAC)
StAMPL: A Filtration-Oriented Modeling Tool for Multistage Stochastic Recourse Problems
INFORMS Journal on Computing
Multistage stochastic programming with fuzzy probability distribution
Fuzzy Sets and Systems
On the implementation of a log-barrier progressive hedging method for multistage stochastic programs
Journal of Computational and Applied Mathematics
Risk-averse two-stage stochastic programming with an application to disaster management
Computers and Operations Research
Quantified linear programs: a computational study
ESA'11 Proceedings of the 19th European conference on Algorithms
Improving aggregation bounds for two-stage stochastic programs
Operations Research Letters
On stages and consistency checks in stochastic programming
Operations Research Letters
Dynamic Appointment Scheduling of a Stochastic Server with Uncertain Demand
INFORMS Journal on Computing
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