Berkelaar, A.B.; Dert, C.L.; Oldenkamp, K.P.B.; Zhang, S. - Erasmus University Rotterdam, Econometric Institute - 1999
Decision making under uncertainty is a challenge faced by many decision makers. Stochastic 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 management. Computationally...