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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
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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
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Collective adjustment of pension rights in ALM models
Klein Haneveld, Willem K.; Streutker, Matthijs H.; … - In: Computational Management Science : CMS 8 (2011) 1/2, pp. 137-156
Persistent link: https://www.econbiz.de/10008992057
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Strong convexity in risk-averse stochastic programs with complete recourse
Claus, Matthias; Schultz, Rüdiger; Spürkel, Kai - In: Computational Management Science : CMS 15 (2018) 3/4, pp. 411-429
Persistent link: https://www.econbiz.de/10011922964
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Risk aversion for an electricity retailer with second-order stochastic dominance constraints
Carrión, Miguel; Gotzes, Uwe; Schultz, Rüdiger - In: Computational Management Science : CMS 6 (2009) 2, pp. 233-250
Persistent link: https://www.econbiz.de/10003828748
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An adaptive model with joint chance constraints for a hybrid wind-conventional generator system
Singh, Bismark; Morton, David P.; Santoso, Surya - In: Computational Management Science : CMS 15 (2018) 3/4, pp. 563-582
Persistent link: https://www.econbiz.de/10011923006