SLP-IOR: An interactive model management system for stochastic linear programs. - Peter Kall; János Mayer (Math. Program., 1996)

6. Building and Solving Stochastic Linear Programming Models with SLP-IOR. - Peter Kall; János Mayer (Applications of Stochastic Programming, 2005)

On the Numerical Solution of Stochastic Optimization Problems. - János Mayer (System Modelling and Optimization, 2005)

Some insights into the solution algorithms for SLP problems. - Peter Kall; János Mayer (Ann. Oper. Res., 2006)

Computational aspects of minimizing conditional value-at-risk. - Alexandra Künzi-Bay; János Mayer (Comput. Manag. Sci., 2006)

Multiperiod Stochastic Optimization Problems with Time-Consistent Risk Constraints. - Martin Densing; János Mayer (OR, 2011)

A Large-Scale Optimization Model for Replicating Portfolios in the Life Insurance Industry. - Maximilian Adelmann; Lucio Fernandez-Arjona; János Mayer; Karl Schmedders (Oper. Res., 2021)