In developing an optimization model for regional water quality management, in which certain entities such as stream flows are stochastic, it does not seem logical to assume that the water quality ...

Crane, D. B. "A Stochastic Programming Model for Commercial Bank Bond Portfolio Management." Journal of Financial and Quantitative Analysis 6, no. 3 (June 1971).

We propose dual decomposition and solution schemes for multistage CVaRconstrained problems. These schemes meet the need for handling multiple CVaR constraints for different time frames and at ...

This is a preview. Log in through your library . Abstract In the lot tolerance percent defective (LTPD) single sampling attribute plan proposed by Dodge-Romig (1929) the process average and the LTPD ...