| [1] |
Beraldi P., Computational Optimization and Applications 15 pp 215– (2000) · Zbl 0947.90081 · doi:10.1023/A:1008772217145 |
| [2] |
Birge J.R., Department of Industrial and Operations Engineering (1995) |
| [3] |
Birge J.R., Computational Optimization and Applications 1 pp 245– (1992) · Zbl 0792.90051 · doi:10.1007/BF00249637 |
| [4] |
Birge J.R., Introduction to Stochastic Programming (1997) · Zbl 0892.90142 |
| [5] |
Dantzig G.B., Management Science 1 pp 197– (1995) · Zbl 0995.90589 · doi:10.1287/mnsc.1.3-4.197 |
| [6] |
Dupacova J., Annals of Operations Research 27 pp 115– (1990) · Zbl 0724.90049 · doi:10.1007/BF02055193 |
| [7] |
Jessup E.R., SIAM Journal of Optimization 4 pp 833– (1994) · Zbl 0813.65063 · doi:10.1137/0804048 |
| [8] |
Kall P., Stochastic Programming (1994) |
| [9] |
Optimization modelling with LINGO (1999) |
| [10] |
Louveaux F.V., in Numerical Techniques for Stochastic Optimization (1988) |
| [11] |
Malcolm S.A., Journal of the Operations Research Society 45 pp 1040– (1994) · Zbl 0815.90108 · doi:10.1057/jors.1994.169 |
| [12] |
Markowitz H., Journal of Finance 7 pp 77– (1952) |
| [13] |
Mulvey J.M., Operations Research 43 pp 264– (1995) · Zbl 0832.90084 · doi:10.1287/opre.43.2.264 |
| [14] |
Robinson S.M., SIAM Journal on Control and Optimization 25 pp 1409– (1987) · Zbl 0639.90074 · doi:10.1137/0325077 |
| [15] |
Vladimirou H., European Journal of Operations Research 101 pp 177– (1997) · Zbl 0918.90110 · doi:10.1016/0377-2217(95)00370-3 |
| [16] |
Wets R. J.-B., Mathematical Programming 75 pp 115– (1996) · Zbl 0874.90151 |
| [17] |
Yang D., Computational Optimization and Applications 7 pp 143– (1997) · Zbl 0883.90097 · doi:10.1023/A:1008675930362 |
| [18] |
Zenios S.A., Financial Optimization (1993) · doi:10.1017/CBO9780511522130 |
| [19] |
Zenios S.A., Parallel Optimization: Theory, Algorithms and Applications (1997) · Zbl 0945.90064 |
