Efficient solution of two-stage stochastic linear programs using interior point methods. - John R. Birge; Derek F. Holmes (Comput. Optim. Appl., 1992)

A parallel implementation of the nested decomposition algorithm for multistage stochastic linear programs. - John R. Birge; Christopher J. Donohue; Derek F. Holmes; Oleg G. Svintsitski (Math. Program., 1996)