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type_genre:"Article in journal"
type_genre:"Survey"
~person:"Ahmed, Shabbir"
~person:"Benth, Fred Espen"
~person:"Rei, Walter"
~subject:"Stochastischer Prozess"
~type_genre:"Arbeitspapier"
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Stochastischer Prozess
Theorie
87
Theory
87
Mathematical programming
36
Mathematische Optimierung
36
Stochastic process
35
Tourenplanung
14
Vehicle routing problem
14
Heuristics
13
Heuristik
13
Integer programming
12
Derivat
11
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11
Ganzzahlige Optimierung
11
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9
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9
Hedging
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7
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Benders decomposition
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35
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Ahmed, Shabbir
Benth, Fred Espen
Rei, Walter
Phillips, Peter C. B.
46
Escudero, Laureano F.
39
Koopman, Siem Jan
33
Yu, Jun
28
McAleer, Michael
27
Gendreau, Michel
24
Platen, Eckhard
22
Kohlmann, Michael
20
Chiarella, Carl
18
Küchler, Uwe
18
Taylor, Robert
18
Asai, Manabu
17
Garín, María Araceli
17
Kleijnen, Jack P. C.
17
Linton, Oliver
17
Post, Thierry
17
Barndorff-Nielsen, Ole E.
16
Mumtaz, Haroon
16
Pérez, Gloría
15
Shapiro, Alexander
15
Shephard, Neil G.
15
Ulmer, Marlin Wolf
15
Chan, Joshua
14
Clark, Todd E.
14
Gil-Alaña, Luis A.
14
Lucas, André
14
Siu, Tak Kuen
14
Wallace, Stein W.
14
Alvarez, Luis H. R.
13
Escobar, Marcos
13
Kilian, Lutz
13
Maggioni, Francesca
13
Marcellino, Massimiliano
13
Tsionas, Efthymios G.
13
Whang, Yoon-jae
13
Wong, Wing Keung
13
Bos, Charles S.
12
Gao, Jiti
12
Härdle, Wolfgang
12
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European journal of operational research : EJOR
5
CIRRELT
4
INFORMS journal on computing : JOC
4
Mathematical finance : an international journal of mathematics, statistics and financial theory
3
Transportation science : a journal of the Institute for Operations Research and the Management Sciences
3
CREATES research paper
2
Computers & operations research : and their applications to problems of world concern ; an international journal
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Finance and stochastics
2
Operations research letters
2
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1
EURO journal on transportation and logistics
1
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1
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
1
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ECONIS (ZBW)
35
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35
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1
The two-echelon multicommodity location-routing problem with stochastic and correlated demands
Escobar-Vargas, David
;
Crainic, Teodor Gabriel
;
Rei, Walter
-
2023
Persistent link: https://www.econbiz.de/10014433266
Saved in:
2
An asynchronous parallel Benders decomposition method for stochastic network design problems
Rahmaniani, Ragheb
;
Crainic, Teodor Gabriel
;
Gendreau, …
-
2023
Persistent link: https://www.econbiz.de/10013502324
Saved in:
3
An asynchronous parallel Benders decomposition method for stochastic network design problems
Rahmaniani, Ragheb
;
Crainic, Teodor Gabriel
;
Gendreau, …
-
2021
Persistent link: https://www.econbiz.de/10012650164
Saved in:
4
Crowdshipping: an open VRP variant with stochastic destinations
Torres, Fabian
;
Genreau, Michel
;
Rei, Walter
-
2021
Persistent link: https://www.econbiz.de/10012703949
Saved in:
5
Problem-driven scenario clustering in stochastic optimization
Keutchayan, Julien
;
Ortmann, Janosch
;
Rei, Walter
- In:
Computational management science
20
(
2023
)
1
,
pp. 1-33
Persistent link: https://www.econbiz.de/10014391949
Saved in:
6
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:
7
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:
8
Partial benders decomposition : general methodology and application to stochastic network design
Crainic, Teodor Gabriel
;
Hewitt, Mike
;
Maggioni, Francesca
- In:
Transportation science : a journal of the Institute for …
55
(
2021
)
2
,
pp. 414-435
Persistent link: https://www.econbiz.de/10012506484
Saved in:
9
A learning-based matheuristic for stochastic multicommodity network design
Sarayloo, Fatemeh
;
Crainic, Teodor Gabriel
;
Rei, Walter
- In:
INFORMS journal on computing : JOC
33
(
2021
)
2
,
pp. 643-656
Persistent link: https://www.econbiz.de/10012546147
Saved in:
10
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
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