Nielsen Soren S.

Soren S. Nielsen

Information about the author Soren S. Nielsen will soon be added to the site.
Found 4 papers in total
A scenario-based stochastic programming model for water supplies from the highland lakes
A scenario-based stochastic programming model for water supplies from the highland lakes
2000
A scenario-based, multistage stochastic programming model is developed for the...
A stochastic programming model for funding single premium deferred annuities
A stochastic programming model for funding single premium deferred annuities
1996
Single Premium Deferred Annuities (SPDAs) are investment vehicles, offered to...
Solving multistage stochastic network programs on massively parallel computers
Solving multistage stochastic network programs on massively parallel computers
1996
Multi-stage stochastic programs are typically extremely large, and can be...
A massively parallel algorithm for nonlinear stochastic network problems
A massively parallel algorithm for nonlinear stochastic network problems
1993
The paper develops an algorithm for solving nonlinear, two-stage stochastic problems...
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