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~isPartOf:"Annals of operations research"
~isPartOf:"European journal of operational research : EJOR"
~isPartOf:"Journal of financial economics"
~isPartOf:"Transportation science : a journal of the Institute for Operations Research and the Management Sciences"
~language:"eng"
~language:"msa"
~person:"Boomsma, Trine Krogh"
~person:"Escudero, Laureano F."
~person:"Florio, Alexandre M."
~person:"Nguyen, Duy"
~person:"Ohlmann, Jeffrey W."
~person:"Rei, Walter"
~subject:"Copper"
~subject:"Mathematical programming"
~subject:"Risiko"
~subject:"Risikoaversion"
~subject:"Risk management"
~subject:"Risk"
~subject:"Stochastic process"
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Copper
Mathematical programming
Risiko
Risikoaversion
Risk management
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Stochastic process
Theorie
40
Theory
40
Stochastischer Prozess
37
Mathematische Optimierung
27
Tourenplanung
19
Vehicle routing problem
19
Dynamic programming
7
Dynamische Optimierung
7
Operations Research
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7
Routing
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Option pricing theory
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Optionspreistheorie
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Risikomanagement
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Risk aversion
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Transportation
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stochastic vehicle routing
4
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Boomsma, Trine Krogh
Escudero, Laureano F.
Florio, Alexandre M.
Nguyen, Duy
Ohlmann, Jeffrey W.
Rei, Walter
Gendreau, Michel
24
Goerigk, Marc
18
Hao, Jin-Kao
18
Ljubić, Ivana
17
Puerto, Justo
16
Crainic, Teodor Gabriel
14
Laporte, Gilbert
14
Lim, Andrew
14
Savelsbergh, Martin W. P.
14
Schöbel, Anita
14
Glover, Fred
13
Thomas, Barrett W.
13
Figueira, José Rui
12
Speranza, Maria Grazia
12
Minner, Stefan
11
Monge, Juan F.
11
Rossi, Roberto
11
Ulmer, Marlin Wolf
11
Alvarez-Valdes, Ramon
10
Archetti, Claudia
10
Bertsimas, Dimitris
10
Cheng, T. C. E.
10
Fernández, Elena
10
Köksalan, Murat
10
Rodríguez-Chía, Antonio M.
10
Saldanha-da-Gama, Francisco
10
Steuer, Ralph E.
10
Alonso-Ayuso, Antonio
9
Chassein, André
9
Coelho, Leandro C.
9
Dolgui, Alexandre
9
Irnich, Stefan
9
Lunday, Brian J.
9
Pisinger, David
9
Sinnl, Markus
9
Vanden Berghe, Greet
9
Anjos, Miguel F.
8
Bali, Turan G.
8
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APMOD <8, 2006, Madrid>
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Annals of operations research
European journal of operational research : EJOR
Journal of financial economics
Transportation science : a journal of the Institute for Operations Research and the Management Sciences
Computers & operations research : and their applications to problems of world concern ; an international journal
17
Top : an official journal of the Spanish Society of Statistics and Operations Research
13
CIRRELT
7
Biltoki : documentos de trabajo
5
Transportation science
3
Computational Management Science : CMS
2
Insurance / Mathematics & economics
2
OR spectrum : quantitative approaches in management
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Annals of Finance, Forthcoming
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Annals of finance
1
Annals of operations research ; volume 284, numbers 1 (January 2020)
1
Computational issues in combintorial optimization
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Computational management science
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Decision support systems : DSS ; the international journal
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EURO journal on transportation and logistics
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Energy economics
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Finance research letters
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INFORMS journal on computing : JOC
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INFORMS journal on optimization
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Interfaces : the INFORMS journal on the practice of operations research
1
International journal of financial engineering
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International journal of theoretical and applied finance
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Journal of economic dynamics & control
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Journal of the Operational Research Society
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Mathematics and financial economics
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Omega : the international journal of management science
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Stochastic optimization: theory and applications
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ECONIS (ZBW)
51
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1
Capacity planning with uncertainty on contract fulfillment
Crainic, Teodor Gabriel
;
Perboli, Guido
;
Rei, Walter
; …
- In:
European journal of operational research : EJOR
314
(
2024
)
1
,
pp. 152-175
Persistent link: https://www.econbiz.de/10014456841
Saved in:
2
On solving large-scale multistage stochastic optimization problems with a new specialized interior-point approach
Castro, Jordi
;
Escudero, Laureano F.
;
Monge, Juan F.
- In:
European journal of operational research : EJOR
310
(
2023
)
1
,
pp. 268-285
Persistent link: https://www.econbiz.de/10014339838
Saved in:
3
Recent advances in vehicle routing with stochastic demands : Bayesian learning for correlated demands and elementary branch-price-and-cut
Florio, Alexandre M.
;
Gendreau, Michel
;
Hartl, Richard F.
; …
- In:
European journal of operational research : EJOR
306
(
2023
)
3
,
pp. 1081-1093
Persistent link: https://www.econbiz.de/10014279708
Saved in:
4
Solving large-scale dynamic vehicle routing problems with stochastic requests
Zhang, Jian
;
Luo, Kelin
;
Florio, Alexandre M.
;
Van …
- In:
European journal of operational research : EJOR
306
(
2023
)
2
,
pp. 596-614
Persistent link: https://www.econbiz.de/10014279044
Saved in:
5
A branch-and-price algorithm for the vehicle routing problem with stochastic demands and probabilistic duration constraints
Florio, Alexandre M.
;
Hartl, Richard F.
;
Minner, Stefan
; …
- In:
Transportation science : a journal of the Institute for …
55
(
2021
)
1
,
pp. 122-138
Persistent link: https://www.econbiz.de/10012435400
Saved in:
6
A data-driven framework for consistent financial valuation and risk measurement
Cui, Zhenyu
;
Kirby, J. Lars
;
Nguyen, Duy
- In:
European journal of operational research : EJOR
289
(
2021
)
1
,
pp. 381-398
Persistent link: https://www.econbiz.de/10012416736
Saved in:
7
Efficient simulation of generalized SABR and stochastic local volatility models based on Markov chain approximations
Cui, Zhenyu
;
Kirkby, J. Lars
;
Nguyen, Duy
- In:
European journal of operational research : EJOR
290
(
2021
)
3
,
pp. 1046-1062
Persistent link: https://www.econbiz.de/10012495249
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
An analysis of dollar cost averaging and market timing investment strategies
Kirkby, J. Lars
;
Mitra, Sovan
;
Nguyen, Duy
- In:
European journal of operational research : EJOR
286
(
2020
)
3
,
pp. 1168-1186
Persistent link: https://www.econbiz.de/10012291635
Saved in:
10
Multi-period orienteering with uncertain adoption likelihood and waiting at customers
Zhang, Shu
;
Ohlmann, Jeffrey W.
;
Thomas, Barrett W.
- In:
European journal of operational research : EJOR
282
(
2020
)
1
,
pp. 288-303
Persistent link: https://www.econbiz.de/10012157605
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