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isPartOf:"Discussion paper"
~isPartOf:"Annals of operations research"
~isPartOf:"Operations research letters"
~isPartOf:"Top : an official journal of the Spanish Society of Statistics and Operations Research"
~subject:"Mathematische Optimierung"
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Mathematische Optimierung
Stochastic process
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110
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Operations research
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Escudero, Laureano F.
10
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4
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3
Morton, David P.
3
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Beraldi, Patrizia
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Bruni, Maria Elena
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Chen, Zhiping
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Claus, Matthias
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Homem-de-Mello, Tito
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Discussion paper
Annals of operations research
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Top : an official journal of the Spanish Society of Statistics and Operations Research
European journal of operational research : EJOR
283
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International journal of theoretical and applied finance
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International transactions in operational research : a journal of the International Federation of Operational Research Societies
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ECONIS (ZBW)
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1
A column-and-constraint generation algorithm for two-stage stochastic programming problems
Tönissen, Denise D.
;
Arts, Joachim J.
;
Shen, Zuo-Jun
- In:
Top : an official journal of the Spanish Society of …
29
(
2021
)
3
,
pp. 781-798
Persistent link: https://www.econbiz.de/10012621312
Saved in:
2
Risk-averse stochastic optimal control : An efficiently computable statistical upper bound
Guigues, Vincent
;
Shapiro, Alexander
;
Cheng, Yi
- In:
Operations research letters
51
(
2023
)
4
,
pp. 393-400
Persistent link: https://www.econbiz.de/10014426574
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3
Dual SDDP for risk-averse multistage stochastic programs
Costa, Bernardo Freitas Paulo da
;
Leclère, Vincent
- In:
Operations research letters
51
(
2023
)
3
,
pp. 332-337
Persistent link: https://www.econbiz.de/10014374928
Saved in:
4
The complexity of branch-and-price algorithms for the capacitated vehicle routing problem with stochastic demands
Fukasawa, Ricardo
;
Gunter, Joshua
- In:
Operations research letters
51
(
2023
)
1
,
pp. 11-16
Persistent link: https://www.econbiz.de/10014283276
Saved in:
5
An inexact column-and-constraint generation method to solve two-stage robust optimization problems
Tsang, Man Yiu
;
Shehadeh, Karmel S.
;
Curtis, Frank E.
- In:
Operations research letters
51
(
2023
)
1
,
pp. 92-98
Persistent link: https://www.econbiz.de/10014283302
Saved in:
6
A dynamic programming approach to optimal pollution control under uncertain irreversibility : the Poisson case
Boucekkine, Raouf
;
Ruan, Weihua
;
Zou, Benteng
-
2022
Persistent link: https://www.econbiz.de/10013407553
Saved in:
7
Generalized adaptive partition-based method for two-stage stochastic linear programs : Geometric oracle and analysis
Forcier, Maël
;
Leclère, Vincent
- In:
Operations research letters
50
(
2022
)
5
,
pp. 452-457
Persistent link: https://www.econbiz.de/10013449410
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8
Approximation algorithm for the 2-stage stochastic matroid base problem
Fukunaga, Takuro
;
Ravi, Ramamoorthi
;
Rudenko, Oleksandr
; …
- In:
Operations research letters
50
(
2022
)
2
,
pp. 129-132
Persistent link: https://www.econbiz.de/10013192623
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9
Improved complexities for stochastic conditional gradient methods under interpolation-like conditions
Xiao, Tesi
;
Balasubramanian, Krishnakumar
;
Ghadimi, Saeed
- In:
Operations research letters
50
(
2022
)
2
,
pp. 184-189
Persistent link: https://www.econbiz.de/10013192689
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10
A concentration inequality for the facility location problem
Silwal, Sandeep
- In:
Operations research letters
50
(
2022
)
2
,
pp. 213-217
Persistent link: https://www.econbiz.de/10013192697
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