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:
- 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:
- 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:
- 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:
- 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:
- 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:
- 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:
- 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:
- 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:
- 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:
- 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:
- 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:
- 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:
- 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:
- Publication type:
- Article