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Assessing the quality of convex approximations for two-stage totally unimodular integer recourse models

Romeijnders, Ward; Morton, David P.; Vlerk, Maarten H. … - In: INFORMS journal on computing : JOC 29 (2017) 2, pp. 211-231

Persistent link: https://www.econbiz.de/10011691142

Editorial: the stochastic programming heritage of Maarten van der Vlerk

Morton, David P.; Romeijnders, Ward; Schultz, Rüdiger; … - In: Computational Management Science : CMS 15 (2018) 3/4, pp. 319-323

Persistent link: https://www.econbiz.de/10011922945

Higher-order total variation bounds for expectations of periodic functions and simple integer recourse approximations

Laan, Niels van der; Romeijnders, Ward; Vlerk, Maarten … - In: Computational Management Science : CMS 15 (2018) 3/4, pp. 325-349

Persistent link: https://www.econbiz.de/10011922951

Stochastic programming : modeling decision problems under uncertainty

Klein Haneveld, Willem K.; Vlerk, Maarten H. van der; … - 2020

Persistent link: https://www.econbiz.de/10012322186

An approximation framework for two-stage ambiguous stochastic integer programs under mean-MAD information

Postek, Krzysztof Stanisław; Romeijnders, Ward; … - In: European journal of operational research : EJOR 274 (2019) 2, pp. 432-444

Persistent link: https://www.econbiz.de/10011990108

Minimizing bed occupancy variance by scheduling patients under uncertainty

Broek d'Obrenan, Anne van den; Ridder, Ad; Roubos, Dennis; … - In: European journal of operational research : EJOR 286 (2020) 1, pp. 336-349

Persistent link: https://www.econbiz.de/10012240237

Minimizing worst-case and average-case makespan over scenarios

Feuerstein, Esteban; Marchetti-Spaccamela, Alberto; … - In: Journal of scheduling 20 (2017) 6, pp. 545-555

Persistent link: https://www.econbiz.de/10011784939

Local improvement algorithms for a path packing problem : a performance analysis based on linear programming

Bontridder, K. M. J. de; Halldórsson, B. V.; … - In: Operations research letters 49 (2021) 1, pp. 62-68

Persistent link: https://www.econbiz.de/10012486226

Stochastic Programming : Modeling Decision Problems Under Uncertainty

Klein Haneveld, Willem K.; van der Vlerk, Maarten H.; … - 2020 - 1st ed. 2020

This book provides an essential introduction to Stochastic Programming, especially intended for graduate students. The book begins by exploring a linear programming problem with random parameters, representing a decision problem under uncertainty. Several models for this problem are presented,...

Persistent link: https://www.econbiz.de/10012398934

An algorithm for the construction of convex hulls in simple integer recourse programming.

KLEIN HANEVELD, W. K.; STOUGIE, L.; van der VLERK, M. H. - Center for Operations Research and Econometrics (CORE), …

Persistent link: https://www.econbiz.de/10010694684