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A stochastic program with time series and affine decision rules for the reservoir management problem
Gauvin, Charles; Delage, Erick; Gendreau, Michel - In: European journal of operational research : EJOR 267 (2018) 2, pp. 716-732
Persistent link: https://www.econbiz.de/10011812732
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Parallel optimization of sparse portfolios with AR-HMMs
Sipos, I. Róbert; Ceffer, Attila; Levendovszky, János - In: Computational economics 49 (2017) 4, pp. 563-578
Persistent link: https://www.econbiz.de/10011762135
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An augmented Lagrangian filter method
Leyffer, Sven; Vanaret, Charlie - In: Mathematical methods of operations research : ZOR 92 (2020) 2, pp. 343-376
Persistent link: https://www.econbiz.de/10012395579
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An extended regularized Kalman filter based on Genetic Algorithm : application to dynamic asset pricing models
Jiang, Minqi; Liu, Jiapeng; Zhang, Lu - In: The quarterly review of economics and finance : journal … 79 (2021), pp. 28-44
Persistent link: https://www.econbiz.de/10012655014
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On the impact of deep learning-based time-series forecasts on multistage stochastic programming policies
Wang, Juyoung; Cevik, Mucahit; Bodur, Merve - In: INFOR : information systems and operational research 60 (2022) 2, pp. 133-164
Persistent link: https://www.econbiz.de/10013271181
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A dynamic stochastic programming model of crop rotation choice to test the adoption of long rotation under price and production risks
Ridier, Aude; Chaib, Karim; Roussy, Caroline - In: European journal of operational research : EJOR 252 (2016) 1, pp. 270-279
Persistent link: https://www.econbiz.de/10011449485
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Portfolio optimization with entropic value-at-risk
Ahmadi-Javid, Amir; Fallah-Tafti, Malihe - In: European journal of operational research : EJOR 279 (2019) 1, pp. 225-241
Persistent link: https://www.econbiz.de/10012102740
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Decision rule approximations for the risk averse reservoir management problem
Gauvin, Charles; Delage, Erick; Gendreau, Michel - In: European journal of operational research : EJOR 261 (2017) 1, pp. 317-336
Persistent link: https://www.econbiz.de/10011765029
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Spatio-temporal hydro forecasting of multireservoir inflows for hydro-thermal scheduling
Lohmann, Timo; Hering, Amanda S.; Rebennack, Steffen - In: European journal of operational research : EJOR 255 (2016) 1, pp. 243-258
Persistent link: https://www.econbiz.de/10011530864
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Managing losses in exotic horse race wagering
Deza, Antoine; Huang, Kai - In: Journal of the Operational Research Society 69 (2018) 3, pp. 319-325
Persistent link: https://www.econbiz.de/10012224984