Correction to: Preface: Stochastic optimization: theory and applications: Special issue in memory of Marida Bertocchi.
- Published in:
- 2020
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- Publication type:
- Correction Notice
Works matching IS 02545330 AND DT 2020 AND VI 292 AND IP 2
Results: 17
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Stochastic optimization: theory and applications: Preface: special issue in memory of Marida Bertocchi.
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- Annals of Operations Research, 2020, v. 292, n. 2, p. 575, doi. 10.1007/s10479-020-03672-y
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- Article
3
Balancing supply and demand in the presence of renewable generation via demand response for electric water heaters.
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- Annals of Operations Research, 2020, v. 292, n. 2, p. 753, doi. 10.1007/s10479-020-03580-1
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- Article
4
Joint tails impact in stochastic volatility portfolio selection models.
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- Annals of Operations Research, 2020, v. 292, n. 2, p. 833, doi. 10.1007/s10479-020-03531-w
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- Article
5
Enhanced index tracking with CVaR-based ratio measures.
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- Annals of Operations Research, 2020, v. 292, n. 2, p. 883, doi. 10.1007/s10479-020-03518-7
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- Article
6
On the singular control of exchange rates.
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- Annals of Operations Research, 2020, v. 292, n. 2, p. 795, doi. 10.1007/s10479-019-03441-6
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- Article
7
A combined SDDP/Benders decomposition approach with a risk-averse surface concept for reservoir operation in long term power generation planning.
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- Annals of Operations Research, 2020, v. 292, n. 2, p. 649, doi. 10.1007/s10479-019-03419-4
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- Article
8
The stochastic opportunistic replacement problem, part III: improved bounding procedures.
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- Annals of Operations Research, 2020, v. 292, n. 2, p. 711, doi. 10.1007/s10479-019-03278-z
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- Article
9
Equivalence between time consistency and nested formula.
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- Annals of Operations Research, 2020, v. 292, n. 2, p. 627, doi. 10.1007/s10479-019-03276-1
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- Article
10
Long-term individual financial planning under stochastic dominance constraints.
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- Annals of Operations Research, 2020, v. 292, n. 2, p. 973, doi. 10.1007/s10479-019-03253-8
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- Article
11
Bounds in multi-horizon stochastic programs.
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- Annals of Operations Research, 2020, v. 292, n. 2, p. 605, doi. 10.1007/s10479-019-03244-9
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- Article
12
Developing new portfolio strategies by aggregation.
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- Annals of Operations Research, 2020, v. 292, n. 2, p. 933, doi. 10.1007/s10479-019-03207-0
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- Article
13
Multi-stage emissions management of a steel company.
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- Annals of Operations Research, 2020, v. 292, n. 2, p. 735, doi. 10.1007/s10479-019-03192-4
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- Article
14
On the number of stages in multistage stochastic programs.
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- Annals of Operations Research, 2020, v. 292, n. 2, p. 581, doi. 10.1007/s10479-019-03181-7
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- Article
15
A copula-based scenario tree generation algorithm for multiperiod portfolio selection problems.
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- Annals of Operations Research, 2020, v. 292, n. 2, p. 849, doi. 10.1007/s10479-019-03147-9
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- Article
16
The distortion principle for insurance pricing: properties, identification and robustness.
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- Annals of Operations Research, 2020, v. 292, n. 2, p. 771, doi. 10.1007/s10479-018-3119-1
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- Article
17
Solving joint chance constrained problems using regularization and Benders' decomposition.
- Published in:
- Annals of Operations Research, 2020, v. 292, n. 2, p. 683, doi. 10.1007/s10479-018-3091-9
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- Article