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57
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IOR
2002
38views more  IOR 2002»
15 years 1 months ago
An Object-Oriented Random-Number Package with Many Long Streams and Substreams
Pierre L'Ecuyer, Richard J. Simard, E. Jack Chen, ...
50
Voted
IOR
2002
55views more  IOR 2002»
15 years 1 months ago
Modeling Farmers' Response to Uncertain Rainfall in Burkina Faso: A Stochastic Programming Approach
Arno Maatman, Caspar Schweigman, Arjan Ruijs, Maar...
54
Voted
IOR
2002
32views more  IOR 2002»
15 years 1 months ago
Structural Properties of Stochastic Dynamic Programs
James E. Smith, Kevin F. McCardle
53
Voted
IOR
2010
72views more  IOR 2010»
15 years 12 days ago
From CVaR to Uncertainty Set: Implications in Joint Chance-Constrained Optimization
Wenqing Chen, Melvyn Sim, Jie Sun, Chung-Piaw Teo
IOR
2010
79views more  IOR 2010»
15 years 12 days ago
An Integrated Solver for Optimization Problems
Tallys H. Yunes, Ionut D. Aron, John N. Hooker