Works matching IS 1619697X AND DT 2018 AND VI 15 AND IP 3/4

Results: 14

The stochastic programming heritage of Maarten van der Vlerk.

Published in:

2018

By:

Morton, David P.;
Romeijnders, Ward;
Schultz, Rüdiger;
Stougie, Leen

Publication type:

Editorial

Strong convexity in risk-averse stochastic programs with complete recourse.

Published in:

Computational Management Science, 2018, v. 15, n. 3/4, p. 411, doi. 10.1007/s10287-018-0331-z

By:

Claus, Matthias;
Schultz, Rüdiger;
Spürkel, Kai

Publication type:

Article

Decision-dependent probabilities in stochastic programs with recourse.

Published in:

Computational Management Science, 2018, v. 15, n. 3/4, p. 369, doi. 10.1007/s10287-018-0330-0

By:

Hellemo, Lars;
Barton, Paul I.;
Tomasgard, Asgeir

Publication type:

Article

A systematic approach for examining the impact of calibration uncertainty in disease modeling.

Published in:

Computational Management Science, 2018, v. 15, n. 3/4, p. 541, doi. 10.1007/s10287-018-0329-6

By:

Chen, Jing Voon;
Higle, Julia L.;
Hintlian, Michael

Publication type:

Article

Optimal insurance portfolios risk-adjusted performance through dynamic stochastic programming.

Published in:

Computational Management Science, 2018, v. 15, n. 3/4, p. 599, doi. 10.1007/s10287-018-0328-7

By:

Consigli, Giorgio;
Moriggia, Vittorio;
Vitali, Sebastiano;
Mercuri, Lorenzo

Publication type:

Article

New solution approaches for the maximum-reliability stochastic network interdiction problem.

Published in:

Computational Management Science, 2018, v. 15, n. 3/4, p. 455, doi. 10.1007/s10287-018-0321-1

By:

Towle, Eli;
Luedtke, James

Publication type:

Article

On capacity expansion planning under strategic and operational uncertainties based on stochastic dominance risk averse management.

Published in:

Computational Management Science, 2018, v. 15, n. 3/4, p. 479, doi. 10.1007/s10287-018-0318-9

By:

Escudero, Laureano F.;
Monge, Juan F.

Publication type:

Article

Higher-order total variation bounds for expectations of periodic functions and simple integer recourse approximations.

Published in:

Computational Management Science, 2018, v. 15, n. 3/4, p. 325, doi. 10.1007/s10287-018-0315-z

By:

van der Laan, Niels;
Romeijnders, Ward;
van der Vlerk, Maarten H.

Publication type:

Article

Distributionally robust SDDP.

Published in:

Computational Management Science, 2018, v. 15, n. 3/4, p. 431, doi. 10.1007/s10287-018-0314-0

By:

Philpott, A. B.;
de Matos, V. L.;
Kapelevich, L.

Publication type:

Article

Distributionally robust simple integer recourse.

Published in:

Computational Management Science, 2018, v. 15, n. 3/4, p. 351, doi. 10.1007/s10287-018-0313-1

By:

Xie, Weijun;
Ahmed, Shabbir

Publication type:

Article

Stochastic programs with binary distributions: structural properties of scenario trees and algorithms.

Published in:

Computational Management Science, 2018, v. 15, n. 3/4, p. 397, doi. 10.1007/s10287-018-0312-2

By:

Prochazka, Vit;
Wallace, Stein W.

Publication type:

Article

A Progressive Hedging based branch-and-bound algorithm for mixed-integer stochastic programs.

Published in:

Computational Management Science, 2018, v. 15, n. 3/4, p. 501, doi. 10.1007/s10287-018-0311-3

By:

Atakan, Semih;
Sen, Suvrajeet

Publication type:

Article

An adaptive model with joint chance constraints for a hybrid wind-conventional generator system.

Published in:

Computational Management Science, 2018, v. 15, n. 3/4, p. 563, doi. 10.1007/s10287-018-0309-x

By:

Singh, Bismark;
Morton, David P.;
Santoso, Surya

Publication type:

Article

A fractional stochastic integer programming problem for reliability-to-stability ratio in forest harvesting.

Published in:

Computational Management Science, 2018, v. 15, n. 3/4, p. 583, doi. 10.1007/s10287-018-0307-z

By:

Lejeune, Miguel A.;
Kettunen, Janne

Publication type:

Article