Risk aversion for an electricity retailer with second-order stochastic dominance constraints.
- Published in:
- Computational Management Science, 2009, v. 6, n. 2, p. 233, doi. 10.1007/s10287-008-0091-2
- By:
- Publication type:
- Article
Works matching IS 1619697X AND DT 2009 AND VI 6 AND IP 2
Results: 8
1
2
Computational methods for incentive option valuation.
- Published in:
- Computational Management Science, 2009, v. 6, n. 2, p. 209, doi. 10.1007/s10287-008-0085-0
- By:
- Publication type:
- Article
3
Stochastic optimization models for a single-sink transportation problem.
- Published in:
- Computational Management Science, 2009, v. 6, n. 2, p. 251, doi. 10.1007/s10287-008-0086-z
- By:
- Publication type:
- Article
4
Introduction to the special issue on computational optimization under uncertainty.
- Published in:
- 2009
- By:
- Publication type:
- Editorial
5
Exploiting structure in parallel implementation of interior point methods for optimization.
- Published in:
- Computational Management Science, 2009, v. 6, n. 2, p. 135, doi. 10.1007/s10287-008-0090-3
- By:
- Publication type:
- Article
6
A stochastic programming approach for multi-period portfolio optimization.
- Published in:
- Computational Management Science, 2009, v. 6, n. 2, p. 187, doi. 10.1007/s10287-008-0089-9
- By:
- Publication type:
- Article
7
Testing the structure of multistage stochastic programs.
- Published in:
- Computational Management Science, 2009, v. 6, n. 2, p. 161, doi. 10.1007/s10287-008-0092-1
- By:
- Publication type:
- Article
8
Scenario tree reduction for multistage stochastic programs.
- Published in:
- Computational Management Science, 2009, v. 6, n. 2, p. 117, doi. 10.1007/s10287-008-0087-y
- By:
- Publication type:
- Article