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31
Time-inconsistent multistage stochastic programs : martingale bounds
Pflug, Georg
;
Pichler, Alois
- In:
European journal of operational research : EJOR
249
(
2016
)
1
,
pp. 155-163
Persistent link: https://www.econbiz.de/10011434903
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32
On time stochastic dominance induced by mixed integer-linear recourse in multistage stochastic programs
Escudero, Laureano F.
;
Garín, María Araceli
;
Merino, …
- In:
European journal of operational research : EJOR
249
(
2016
)
1
,
pp. 164-176
Persistent link: https://www.econbiz.de/10011435773
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33
Risk aversion in multistage stochastic programming : a modeling and algorithmic perspective
Homem-de-Mello, Tito
;
Pagnoncelli, Bernardo K.
- In:
European journal of operational research : EJOR
249
(
2016
)
1
,
pp. 188-199
Persistent link: https://www.econbiz.de/10011435793
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34
Dynamic mean-risk portfolio selection with multiple risk measures in continuous-time
Gao, Jianjun
;
Xiong, Yan
;
Li, Duan
- In:
European journal of operational research : EJOR
249
(
2016
)
2
,
pp. 647-656
Persistent link: https://www.econbiz.de/10011436797
Saved in:
35
Multiperiod multiproduct advertising budgeting : stochastic optimization modeling
Beltran-Royo, Cesar
;
Escudero, Laureano F.
;
Zhang, H.
- In:
Omega : the international journal of management science
59
(
2016
),
pp. 26-39
Persistent link: https://www.econbiz.de/10011439728
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36
Strategic supply network planning with vendor selection under consideration of risk and demand uncertainty
Sahling, Florian
;
Kayser, Ariane
- In:
Omega : the international journal of management science
59
(
2016
),
pp. 201-214
Persistent link: https://www.econbiz.de/10011439791
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37
Cluster Lagrangean decomposition in multistage stochastic optimization
Escudero, Laureano F.
;
Garín, María Araceli
;
Unzueta …
- In:
Computers & operations research : and their …
67
(
2016
),
pp. 48-62
Persistent link: https://www.econbiz.de/10011441239
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38
Solving chance-constrained optimization problems with stochastic quadraric inequalities
Lejeune, Miguel A.
;
Margot, François
- In:
Operations research
64
(
2016
)
4
,
pp. 939-957
Persistent link: https://www.econbiz.de/10011538579
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39
Decomposition algorithms for risk-averse multistage stochastic programs with application to water allocation under uncertainty
Zhang, Weini
;
Rahimian, Hamed
;
Bayraksan, Güzin
- In:
INFORMS journal on computing : JOC
28
(
2016
)
3
,
pp. 385-404
Persistent link: https://www.econbiz.de/10011538952
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40
Maximizing stochastic monotone submodular functions
Asadpour, Arash
;
Nazerzadeh, Hamid
- In:
Management science : journal of the Institute for …
62
(
2016
)
8
,
pp. 2374-2391
Persistent link: https://www.econbiz.de/10011539544
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