Edit Profile (opens in new tab) Gassmann, Horand I. Compute Distance To: Compute Author ID: gassmann.horand-i Published as: Gassmann, Horand I.; Gassmann, H. I.; Gassmann, Horand; Gassmann, H. more...less Documents Indexed: 18 Publications since 1986 1 Contribution as Editor Co-Authors: 13 Co-Authors with 15 Joint Publications 457 Co-Co-Authors all top 5 Co-Authors 4 single-authored 4 Ziemba, William T. 3 Wallace, Stein W. 2 Ireland, A. M. 2 Ma, Jun 2 Martin, Richard Kipp 1 Flåm, Sjur Didrik 1 Fourer, Robert 1 Gay, David M. 1 Infanger, Gerd 1 Kristjansson, Bjarni 1 Prékopa, András 1 Schwartz, Sandra L. 1 Schweitzer, Eithan all top 5 Serials 6 Annals of Operations Research 2 IMA Journal of Management Mathematics 1 Mathematical Programming Study 1 Operations Research Letters 1 Mathematical Programming. Series A. Series B 1 Mathematical Programming Computation 1 World Scientific Series in Finance all top 5 Fields 18 Operations research, mathematical programming (90-XX) 3 Numerical analysis (65-XX) 2 Computer science (68-XX) 2 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 1 General and overarching topics; collections (00-XX) 1 Calculus of variations and optimal control; optimization (49-XX) 1 Probability theory and stochastic processes (60-XX) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH Open 13 Publications have been cited 115 times in 97 Documents Cited by ▼ Year ▼ MSLiP: A computer code for the multistage stochastic linear programming problem. Zbl 0701.90070Gassmann, Horand I. 64 1990 A tight upper bound for the expectation of a convex function of a multivariate random variable. Zbl 0603.60014Gassmann, H.; Ziemba, W. T. 22 1986 A comprehensive input format for stochastic linear programs. Zbl 1081.90503Gassmann, H. I.; Schweitzer, E. 8 2001 On the formulation of stochastic linear programs using algebraic modelling languages. Zbl 0854.90109Gassmann, H. I.; Ireland, A. M. 5 1996 On stages and consistency checks in stochastic programming. Zbl 1099.90035Gassmann, H. I.; Prékopa, András 3 2005 Scenario formulation in an algebraic modelling language. Zbl 0838.68121Gassmann, H. I.; Ireland, A. M. 3 1995 The SMPS format for stochastic linear programs. Zbl 1105.90339Gassmann, Horand I. 3 2005 Solving linear programs with multiple right-hand sides: Pricing and ordering schemes. Zbl 0854.90096Gassmann, Horand I.; Wallace, Stein W. 2 1996 Stochastic programming. Applications in finance, energy, planning and logistics. Based on the 12th international conference on stochastic programming (ICSP 12), Halifax, Ns, Canada, August, 2010. Zbl 1261.90004 2 2013 Pricing related projects. Zbl 1141.91383Flam, S. D.; Gassmann, H. I. 1 2006 Conditional probability and conditional expectation of a random vector. Zbl 0665.90068Gassmann, H. 1 1988 The SMPS format explained. Zbl 1153.90514Gassmann, Horand I.; Kristjánsson, Bjarni 1 2008 An XML-based schema for stochastic programs. Zbl 1163.90683Fourer, R.; Gassmann, H. I.; Ma, J.; Martin, R. K. 1 2009 Stochastic programming. Applications in finance, energy, planning and logistics. Based on the 12th international conference on stochastic programming (ICSP 12), Halifax, Ns, Canada, August, 2010. Zbl 1261.90004 2 2013 An XML-based schema for stochastic programs. Zbl 1163.90683Fourer, R.; Gassmann, H. I.; Ma, J.; Martin, R. K. 1 2009 The SMPS format explained. Zbl 1153.90514Gassmann, Horand I.; Kristjánsson, Bjarni 1 2008 Pricing related projects. Zbl 1141.91383Flam, S. D.; Gassmann, H. I. 1 2006 On stages and consistency checks in stochastic programming. Zbl 1099.90035Gassmann, H. I.; Prékopa, András 3 2005 The SMPS format for stochastic linear programs. Zbl 1105.90339Gassmann, Horand I. 3 2005 A comprehensive input format for stochastic linear programs. Zbl 1081.90503Gassmann, H. I.; Schweitzer, E. 8 2001 On the formulation of stochastic linear programs using algebraic modelling languages. Zbl 0854.90109Gassmann, H. I.; Ireland, A. M. 5 1996 Solving linear programs with multiple right-hand sides: Pricing and ordering schemes. Zbl 0854.90096Gassmann, Horand I.; Wallace, Stein W. 2 1996 Scenario formulation in an algebraic modelling language. Zbl 0838.68121Gassmann, H. I.; Ireland, A. M. 3 1995 MSLiP: A computer code for the multistage stochastic linear programming problem. Zbl 0701.90070Gassmann, Horand I. 64 1990 Conditional probability and conditional expectation of a random vector. Zbl 0665.90068Gassmann, H. 1 1988 A tight upper bound for the expectation of a convex function of a multivariate random variable. Zbl 0603.60014Gassmann, H.; Ziemba, W. T. 22 1986 all cited Publications top 5 cited Publications all top 5 Cited by 158 Authors 5 Birge, John R. 5 Escudero, Laureano Fernando 5 Gassmann, Horand I. 4 Kall, Peter 3 Edirisinghe, N. Chanaka P. 3 Fábián, Csaba I. 3 Frauendorfer, Karl 3 Mitra, Gautam 3 Morton, David P. 3 Ruszczyński, Andrzej 3 Wallace, Stein W. 2 Donohue, Christopher J. 2 Dulá, José H. 2 Fourer, Robert 2 Frantzeskakis, Linos F. 2 Henrion, René 2 Ireland, A. M. 2 Koberstein, Achim 2 Kuhn, Daniel 2 Mayer, Janos 2 Messina, Enza 2 Mulvey, John M. 2 Nielsen, Søren S. 2 Powell, Warren Buckler 2 Romeijnders, Ward 2 Römisch, Werner 2 Rosa, Charles H. 2 Shetty, Bala 2 Van Delft, Christian 2 van der Vlerk, Maarten H. 2 Vial, Jean-Philippe 2 Wolf, Christian K. 2 Zenios, Stavros Andrea 2 Zhao, Gongyun 1 Andrieu, Laetitia 1 Araceli Garín, María 1 Aravena, Ignacio 1 Ariyawansa, K. A. 1 Baricelli, Paolo 1 Bayraksan, Güzin 1 Ben Abdelaziz, Fouad 1 Ben-Tal, Aharon 1 Berkelaar, Arjan B. 1 Bodur, Merve 1 Breton, Michèle 1 Büke, Burak 1 Cacho, Cephise 1 Cailloux, Olivier 1 Castro, Jordi 1 Chen, Lijian 1 Dantzig, George Bernard 1 de la Lama-Zubirán, Paula 1 Dempster, Michael A. H. 1 den Hertog, Dick 1 Dupačová, Jitka 1 El Hachem, Saeb 1 Ellison, Eldon F. D. 1 Espinoza, Daniel G. 1 Felt, Andrew J. 1 Flåm, Sjur Didrik 1 Freeman, Gary 1 Galindo, Edgar E. 1 Gamboa, Carlos Andrés 1 Georghiou, Angelos 1 Glynn, Peter W. 1 Gondzio, Jacek 1 González Grandón, T. 1 Gromicho, Joaquim A. S. 1 Grothey, Andreas 1 Grygier, Jan 1 Haarbrücker, Gido 1 Hart, William E. 1 Hasenbein, John J. 1 Haugen, Kjetil K. 1 Holmes, Derek F. 1 Homem-de-Mello, Tito 1 Huang, Guo He 1 Infanger, Gerd 1 Jacobs, Jonathan M. 1 Kamesam, Pasumarti V. 1 Kim, Kibaek 1 Klein Haneveld, Willem Karel 1 Kolomvos, George 1 Korycki, Jacek 1 Kouwenberg, Roy 1 Liu, Xinwei 1 Lopes, Leo 1 Lorenz, Ulf 1 Louveaux, François V. 1 Lucas, Cormac A. 1 Luedtke, James R. 1 Ma, Jun 1 Maqsood, Imran 1 Martin, Richard Kipp 1 Masri, Hatem 1 Melenberg, Bertrand 1 Merino, María 1 Monge, Juan Francisco 1 Morari, Manfred 1 Moreno, Eduardo ...and 58 more Authors all top 5 Cited in 29 Serials 21 Annals of Operations Research 19 Mathematical Programming. Series A. Series B 12 European Journal of Operational Research 5 Mathematical Programming Computation 4 Operations Research Letters 4 Computational Optimization and Applications 3 Computational Management Science 2 Automatica 2 Journal of Optimization Theory and Applications 2 Operations Research 2 Optimization 2 Computers & Operations Research 2 Top 2 Optimization Methods & Software 1 Fuzzy Sets and Systems 1 Journal of Computational and Applied Mathematics 1 Journal of Mathematical Economics 1 Mathematical Programming 1 Networks 1 Zeitschrift für Operations Research. Serie A: Theorie 1 ZOR. Zeitschrift für Operations Research 1 Journal of Mathematical Sciences (New York) 1 INFORMS Journal on Computing 1 Mathematical Methods of Operations Research 1 Probability in the Engineering and Informational Sciences 1 JMMA. Journal of Mathematical Modelling and Algorithms 1 Journal of Applied Mathematics and Computing 1 Optimization Letters 1 EURO Journal on Computational Optimization all top 5 Cited in 8 Fields 96 Operations research, mathematical programming (90-XX) 13 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 12 Numerical analysis (65-XX) 7 Calculus of variations and optimal control; optimization (49-XX) 4 Systems theory; control (93-XX) 3 Statistics (62-XX) 3 Computer science (68-XX) 2 Probability theory and stochastic processes (60-XX) Citations by Year