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~isPartOf:"Energy economics"
~isPartOf:"Journal of the Operational Research Society : OR"
~isPartOf:"Journal of the Operational Research Society"
~subject:"Mathematical programming"
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Search: subject_exact:"Stochastic process"
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Mathematical programming
Stochastic process
162
Stochastischer Prozess
162
Theorie
82
Theory
82
Mathematische Optimierung
33
Volatility
32
Volatilität
32
Option pricing theory
24
Optionspreistheorie
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Simulation
24
Electric power industry
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Elektrizitätswirtschaft
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Commodity derivative
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Li, Y. P.
2
Wu, Yue
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Abbaszadeh, Shahin
1
Ait-Kadi, Daoud
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1
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1
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1
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1
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1
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1
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1
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1
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1
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Energy economics
Journal of the Operational Research Society : OR
Journal of the Operational Research Society
European journal of operational research : EJOR
283
Computers & operations research : and their applications to problems of world concern ; an international journal
101
Operations research
80
Operations research letters
68
Mathematics of operations research
63
International journal of production research
62
INFORMS journal on computing : JOC
51
International journal of production economics
41
Computational Management Science : CMS
39
Transportation research / E : an international journal
36
Omega : the international journal of management science
32
Transportation science : a journal of the Institute for Operations Research and the Management Sciences
32
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
31
Annals of operations research
25
Management science : journal of the Institute for Operations Research and the Management Sciences
22
OR spectrum : quantitative approaches in management
21
Mathematical methods of operations research
18
IMA journal of management mathematics
16
Les cahiers du GERAD
16
Top : an official journal of the Spanish Society of Statistics and Operations Research
16
Insurance / Mathematics & economics
15
Computational economics
14
Computational management science
13
International journal of theoretical and applied finance
13
International transactions in operational research : a journal of the International Federation of Operational Research Societies
13
Operational research : an international journal
12
Quantitative finance
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EURO journal on transportation and logistics
11
Opsearch : journal of the Operational Research Society of India
11
European journal of industrial engineering : EJIE
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Manufacturing & service operations management : M & SOM
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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Socio-economic planning sciences : the international journal of public sector decision-making
10
CIRRELT
9
Finance and stochastics
9
Working papers / TSE : WP
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Working papers / Universität Bielefeld, Center for Mathematical Economics (IMW)
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ECONIS (ZBW)
33
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1
Optimisation of containerised air cargo forwarding plans considering a hub consolidation process with cargo loading
Zhu, Lin
;
Wu, Yue
;
Smith, Honora
;
Luo, Jiabin
- In:
Journal of the Operational Research Society
74
(
2023
)
3
,
pp. 777-796
Persistent link: https://www.econbiz.de/10014332128
Saved in:
2
Gaussian relevance vector MapReduce-based annealed Glowworm optimization for big medical data scheduling
Patan, Rizwan
;
Kallam, Suresh
;
Gandomi, Amir H.
;
Hanne, …
- In:
Journal of the Operational Research Society
73
(
2022
)
10
,
pp. 2204-2215
Persistent link: https://www.econbiz.de/10013532432
Saved in:
3
A hybrid inverse optimization-stochastic programming framework for network protection
Allen, Stephanie
;
Terekhov, Daria
;
Gabriel, Steven A.
- In:
Journal of the Operational Research Society
75
(
2024
)
7
,
pp. 1347-1370
Persistent link: https://www.econbiz.de/10014555917
Saved in:
4
Dynamic capacity planning of hospital resources under COVID-19 uncertainty using approximate dynamic programming
Gökalp, Elvan
;
Cakir, M. Selim
;
Satis, Hasan
- In:
Journal of the Operational Research Society
75
(
2024
)
1
,
pp. 13-25
Persistent link: https://www.econbiz.de/10014555556
Saved in:
5
Stochastic green profit-maximizing hub location problem
Rahmati, Reza
;
Neghabi, Hossein
;
Bashiri, Mahdi
; …
- In:
Journal of the Operational Research Society
75
(
2024
)
1
,
pp. 99-121
Persistent link: https://www.econbiz.de/10014555614
Saved in:
6
Risk parity : An alternative formulation for risk-averse stochastic optimization in presence of heavy-tailed distribution of losses
Mohabbati-Kalejahi, Nasrin
;
Vinel, Alexander
- In:
Journal of the Operational Research Society
74
(
2023
)
3
,
pp. 797-810
Persistent link: https://www.econbiz.de/10014332139
Saved in:
7
Mixed-integer simulation optimization for multi-echelon inventory problems with lost sales
Tsai, Shing Chih
;
Wang, Honggang
;
Hung, Li Hsuan
- In:
Journal of the Operational Research Society
74
(
2023
)
11
,
pp. 2312-2326
Persistent link: https://www.econbiz.de/10014446110
Saved in:
8
Evaluation of photovoltaic storage systems on energy markets under uncertainty using stochastic dynamic programming
Keles, Dogan
;
Dehler-Holland, Joris
- In:
Energy economics
106
(
2022
),
pp. 1-17
Persistent link: https://www.econbiz.de/10013202117
Saved in:
9
Contracts in electricity markets under EU ETS : a stochastic programming approach
Abate, Arega Getaneh
;
Riccardi, Rossana
;
Ruiz, Carlos
- In:
Energy economics
99
(
2021
),
pp. 1-15
Persistent link: https://www.econbiz.de/10012939437
Saved in:
10
Data-driven satisficing measure and ranking
Huang, Wenjie
- In:
Journal of the Operational Research Society
71
(
2020
)
3
,
pp. 456-474
Persistent link: https://www.econbiz.de/10012216628
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