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IOR
2002

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An Object-Oriented Random-Number Package with Many Long Streams and Substreams

13 years 10 months ago

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Pierre L'Ecuyer, Richard J. Simard, E. Jack Chen, ...

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IOR
2002

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Modeling Farmers' Response to Uncertain Rainfall in Burkina Faso: A Stochastic Programming Approach

13 years 10 months ago

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Arno Maatman, Caspar Schweigman, Arjan Ruijs, Maar...

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IOR
2002

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Structural Properties of Stochastic Dynamic Programs

13 years 10 months ago

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James E. Smith, Kevin F. McCardle

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IOR
2010

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From CVaR to Uncertainty Set: Implications in Joint Chance-Constrained Optimization

13 years 9 months ago

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Wenqing Chen, Melvyn Sim, Jie Sun, Chung-Piaw Teo

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IOR
2010

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An Integrated Solver for Optimization Problems

13 years 9 months ago

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