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~subject:"Mathematische Optimierung"
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Wozabal, David
6
Gutjahr, Walter J.
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Kovacevic, Raimund
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Löhndorf, Nils
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Rameseder, Gunther
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Terça, Gonçalo
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OR spectrum : quantitative approaches in management
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1
Risk-averse bargaining in a stochastic optimization context
Gutjahr, Walter J.
;
Kovacevic, Raimund
;
Wozabal, David
- In:
Manufacturing & service operations management : M & SOM
25
(
2023
)
1
,
pp. 323-340
Persistent link: https://www.econbiz.de/10014299605
Saved in:
2
The value of coordination in multimarket bidding of grid energy storage
Löhndorf, Nils
;
Wozabal, David
- In:
Operations research
71
(
2023
)
1
,
pp. 1-22
Persistent link: https://www.econbiz.de/10014308186
Saved in:
3
Envelope theorems for multistage linear stochastic optimization
Terça, Gonçalo
;
Wozabal, David
- In:
Operations research
69
(
2021
)
5
,
pp. 1608-1629
Persistent link: https://www.econbiz.de/10012661077
Saved in:
4
Optimal bidding of a virtual power plant on the Spanish day-ahead and intraday market for electricity
Wozabal, David
;
Rameseder, Gunther
- In:
European journal of operational research : EJOR
280
(
2020
)
2
,
pp. 639-655
Persistent link: https://www.econbiz.de/10012132456
Saved in:
5
Robustifying convex risk measures for linear portfolios : a nonparametric approach
Wozabal, David
- In:
Operations research
62
(
2014
)
6
,
pp. 1302-1315
Persistent link: https://www.econbiz.de/10010471862
Saved in:
6
Value-at-risk optimization using the difference of convex algorithm
Wozabal, David
- In:
OR spectrum : quantitative approaches in management
34
(
2012
)
4
,
pp. 861-883
Persistent link: https://www.econbiz.de/10009631525
Saved in:
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