Berkelaar, Arjan; Dert, Cees; Oldenkamp, Bart - Faculteit der Economische Wetenschappen en … - 1999
Decision making under uncertainty is a challenge faced by many decision makers. Stochas-tic programming is a major tool developed to deal with optimization with uncertainties that has found applications in, e.g. finance, such as asset-liability and bond-portfolio manage-ment. Computationally...