Stochastic Programming Pages

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J. R. Birge

• See home page.

D. Holmes

• Measures of Costs of Simplifications in Stochastic Programs
• Approximation techniques in Stochastic Programming
• Modeling issues in Decision Making under Uncertainty
• Stochastic Air Crew Schedulding
• Applications of Stochastic Programming in Finance
• Computational tools and methods for practical stochastic programming
• Serial and Parallel Nested Decomposition Algorithms
• Methods for Parallel Solution of Linear programs with similar RHSs on SIMD processors

J. Drogosz

• Option valuation methods for capacity expansion decisions