Dempster M.A.H.

M.A.H. Dempster

Information about the author M.A.H. Dempster will soon be added to the site.
Found 6 papers in total
Expected value of perfect information-based importance sampling solution procedures for multistage stochastic linear programs on parallel MIMD architectures
Expected value of perfect information-based importance sampling solution procedures for multistage stochastic linear programs on parallel MIMD architectures
1999
Multistage stochastic linear programming has many practical applications for problems...
Planning logistics operations in the oil industry
Planning logistics operations in the oil industry
2000
In this paper we apply stochastic programming modelling and solution techniques to...
Dynamic stochastic programming for asset–liability management
Dynamic stochastic programming for asset–liability management
1998
Multistage stochastic programming – in contrast to stochastic control –...
Parallelization and aggregation of nested Benders decomposition
Parallelization and aggregation of nested Benders decomposition
1998
Dynamic multistage stochastic linear programming has many practical applications for...
Optimal match-up strategies in stochastic scheduling
Optimal match-up strategies in stochastic scheduling
1995
Practical scheduling problems require the consideration of random events that may...
Object-oriented model integration in a financial decision support system
Object-oriented model integration in a financial decision support system
1991
Decision support systems for users without modeling expertise require domain-specific...
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