Optimal Guaranteed Return Portfolios and the Casino Effect. - Cees Dert; Bart Oldenkamp (Oper. Res., 2000)

A Primal-Dual Decomposition-Based Interior Point Approach to Two-Stage Stochastic Linear Programming. - Arjan Berkelaar; Cees Dert; Bart Oldenkamp; Shuzhong Zhang (Oper. Res., 2002)