Evaluation of scenario reduction algorithms with nested distance.
- Published in:
- Computational Management Science, 2020, v. 17, n. 2, p. 241, doi. 10.1007/s10287-020-00375-4
- By:
- Publication type:
- Article
Works matching IS 1619697X AND DT 2020 AND VI 17 AND IP 2
Results: 8
1
2
Editorial.
- Published in:
- 2020
- By:
- Publication type:
- Editorial
3
Optimal inventory policy through dual sourcing.
- Published in:
- Computational Management Science, 2020, v. 17, n. 2, p. 327, doi. 10.1007/s10287-020-00371-8
- By:
- Publication type:
- Article
4
Portfolio stress testing applied to commodity futures.
- Published in:
- Computational Management Science, 2020, v. 17, n. 2, p. 203, doi. 10.1007/s10287-020-00370-9
- By:
- Publication type:
- Article
5
Scenario tree construction driven by heuristic solutions of the optimization problem.
- Published in:
- Computational Management Science, 2020, v. 17, n. 2, p. 277, doi. 10.1007/s10287-020-00369-2
- By:
- Publication type:
- Article
6
Modeling flexible generator operating regions via chance-constrained stochastic unit commitment.
- Published in:
- Computational Management Science, 2020, v. 17, n. 2, p. 309, doi. 10.1007/s10287-020-00368-3
- By:
- Publication type:
- Article
7
Asset allocation under predictability and parameter uncertainty using LASSO.
- Published in:
- Computational Management Science, 2020, v. 17, n. 2, p. 179, doi. 10.1007/s10287-020-00367-4
- By:
- Publication type:
- Article
8
Computing credit valuation adjustment solving coupled PIDEs in the Bates model.
- Published in:
- Computational Management Science, 2020, v. 17, n. 2, p. 163, doi. 10.1007/s10287-020-00365-6
- By:
- Publication type:
- Article