Journal: Comput. Manag. Science

Volume 6, Issue 2

115 -- 116Ronald Hochreiter, Georg Ch. Pflug. Introduction to the special issue on computational optimization under uncertainty
117 -- 133Holger Heitsch, Werner Römisch. Scenario tree reduction for multistage stochastic programs
135 -- 160Jacek Gondzio, Andreas Grothey. Exploiting structure in parallel implementation of interior point methods for optimization
161 -- 185Jitka Dupacová, Marida Bertocchi, Vittorio Moriggia. Testing the structure of multistage stochastic programs
187 -- 208Alois Geyer, Michael Hanke, Alex Weissensteiner. A stochastic programming approach for multi-period portfolio optimization
209 -- 231Markku Kallio, Antti Pirjetä. Computational methods for incentive option valuation
233 -- 250Miguel Carrión, Uwe Gotzes, Rüdiger Schultz. Risk aversion for an electricity retailer with second-order stochastic dominance constraints
251 -- 267Francesca Maggioni, Michal Kaut, Luca Bertazzi. Stochastic optimization models for a single-sink transportation problem