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type_genre:"Article in journal"
type_genre:"Survey"
~accessRights:"restricted"
~person:"Ahmed, Shabbir"
~person:"Benth, Fred Espen"
~person:"Shapiro, Alexander"
~subject:"Stochastischer Prozess"
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Stochastischer Prozess
Theorie
39
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18
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8
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Ahmed, Shabbir
Benth, Fred Espen
Shapiro, Alexander
Gendreau, Michel
17
Escudero, Laureano F.
13
Chan, Joshua
12
Wallace, Stein W.
11
Chu, Feng
10
Liu, Ming
10
Maggioni, Francesca
10
Escobar, Marcos
9
Wong, Wing Keung
9
Zheng, Feifeng
9
Chu, Chengbin
8
Dolgui, Alexandre
8
Lejeune, Miguel A.
8
Pichler, Alois
8
Rei, Walter
8
Ulmer, Marlin Wolf
8
Florio, Alexandre M.
7
McAleer, Michael
7
Phillips, Peter C. B.
7
Rossi, Roberto
7
Sen, Suvrajeet
7
Shen, Siqian
7
Topaloglou, Nikolas
7
Tsionas, Efthymios G.
7
Tzeng, Larry Y.
7
Ackooij, Wim van
6
Bertsimas, Dimitris
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Bodur, Merve
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Guan, Yongpei
6
Jabali, Ola
6
Kopa, Miloš
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Pan, Kai
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Wong, Hoi Ying
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Aghezzaf, El-Houssaine
5
Avanzi, Benjamin
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European journal of operational research : EJOR
6
INFORMS journal on computing : JOC
3
Operations research letters
3
Operations research
2
INFORMS journal on computing : JOC ; charting new directions in operations research and computer science ; a journal of the Institute for Operations Research and the Management Sciences
1
Maritime economics & logistics : a quarterly scientific journal committed to the advancement of maritime economics as a distinct and well defined branch of both applied economics and international business
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ECONIS (ZBW)
18
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1
Duality and sensitivity analysis of multistage linear stochastic programs
Guigues, Vincent
;
Shapiro, Alexander
;
Cheng, Yi
- In:
European journal of operational research : EJOR
308
(
2023
)
2
,
pp. 752-767
Persistent link: https://www.econbiz.de/10014283124
Saved in:
2
Dual bounds for periodical stochastic programs
Shapiro, Alexander
;
Cheng, Yi
- In:
Operations research
71
(
2023
)
1
,
pp. 120-128
Persistent link: https://www.econbiz.de/10014308404
Saved in:
3
State-variable modeling for a class of two-stage stochastic optimization problems
Doulabi, Hossein Hashemi
;
Ahmed, Shabbir
;
Nemhauser, …
- In:
INFORMS journal on computing : JOC ; charting new …
34
(
2022
)
1
,
pp. 354-369
Persistent link: https://www.econbiz.de/10013359075
Saved in:
4
Multivariate continuous-time modeling of wind indexes and hedging of wind risk
Benth, Fred Espen
;
Christensen, Troels Sønderby
; …
- In:
Quantitative finance
21
(
2021
)
1
,
pp. 165-183
Persistent link: https://www.econbiz.de/10012424641
Saved in:
5
Distributionally robust facility location problem under decision-dependent stochastic demand
Basciftci, Beste
;
Ahmed, Shabbir
;
Shen, Siqian
- In:
European journal of operational research : EJOR
292
(
2021
)
2
,
pp. 548-561
Persistent link: https://www.econbiz.de/10012502379
Saved in:
6
Tutorial on risk neutral, distributionally robust and risk averse multistage stochastic programming
Shapiro, Alexander
- In:
European journal of operational research : EJOR
288
(
2021
)
1
,
pp. 1-13
Persistent link: https://www.econbiz.de/10012496519
Saved in:
7
Central limit theorem and sample complexity of stationary stochastic programs
Shapiro, Alexander
;
Cheng, Yi
- In:
Operations research letters
49
(
2021
)
5
,
pp. 676-681
Persistent link: https://www.econbiz.de/10013207426
Saved in:
8
Bicriteria approximation of chance-constrained covering problems
Xie, Weijun
;
Ahmed, Shabbir
- In:
Operations research
68
(
2020
)
2
,
pp. 516-533
Persistent link: https://www.econbiz.de/10012213365
Saved in:
9
Risk neutral reformulation approach to risk averse stochastic programming
Liu, Rui Peng
;
Shapiro, Alexander
- In:
European journal of operational research : EJOR
286
(
2020
)
1
,
pp. 21-31
Persistent link: https://www.econbiz.de/10012239878
Saved in:
10
Optimization-driven scenario grouping
Ryan, Kevin
;
Ahmed, Shabbir
;
Dey, Santanu S.
;
Rajan, Deepak
- In:
INFORMS journal on computing : JOC
32
(
2020
)
3
,
pp. 805-821
Persistent link: https://www.econbiz.de/10012294739
Saved in:
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