minimizes the cost of the supply chain while the second objective function minimizes CO2 emission. Conditional Value at Risk … (CVaR) approach is adapted to deal with demand uncertainty and the stochastic CO2 emission level. Finally, the model outputs …

clean energy futures under different assumptions. While many approaches exist to examine future sensitivity and uncertainty … in such models, most assume that uncertainty is resolved prior to the model run. Policy makers, however, must take action … before uncertainty is resolved. Robust optimization represents a method that explicitly considers future uncertainty within a …

the use and benefit of the results over traditional simulation based approaches using a multi-resource newsvendor problem …

In this paper, we introduce a general framework for situations with decision making under uncertainty and cooperation …

The finance literature looks at a number of factors to explain risk premia in corporate debt, such as liquidity effects …, jump-to-default risk, and contagion risk. Stochastic re-covery rates as a source of systematic risk have not received much … that differently-ranking debt instruments of the same issuer face identical default risk but different default …