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Risk neutral and risk averse approaches to multistage renewable investment planning under uncertainty
Bruno, Sergio; Ahmed, Shabbir; Shapiro, Alexander; … - In: European journal of operational research : EJOR 250 (2016) 3, pp. 979-989
Persistent link: https://www.econbiz.de/10011445359
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Risk neutral and risk averse Stochastic Dual Dynamic Programming method
Shapiro, Alexander; Tekaya, Wajdi; Costa, Joari Paulo da; … - In: European journal of operational research : EJOR 224 (2013) 2, pp. 375-391
Persistent link: https://www.econbiz.de/10009683060
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Tutorial on risk neutral, distributionally robust and risk averse multistage stochastic programming
Shapiro, Alexander - In: European journal of operational research : EJOR 288 (2021) 1, pp. 1-13
Persistent link: https://www.econbiz.de/10012496519
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Risk neutral reformulation approach to risk averse stochastic programming
Liu, Rui Peng; Shapiro, Alexander - In: European journal of operational research : EJOR 286 (2020) 1, pp. 21-31
Persistent link: https://www.econbiz.de/10012239878
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Faster algorithms for min-max-min robustness for combinatorial problems with budgeted uncertainty
Chassein, André; Goerigk, Marc; Kurtz, Jannis; Poss, … - In: European journal of operational research : EJOR 279 (2019) 2, pp. 308-319
Persistent link: https://www.econbiz.de/10012110700
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On recoverable and two-stage robust selection problems with budgeted uncertainty
Chassein, André; Goerigk, Marc; Kasperski, Adam; … - In: European journal of operational research : EJOR 265 (2018) 2, pp. 423-436
Persistent link: https://www.econbiz.de/10011811391
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Compromise solutions for robust combinatorial optimization with variable-sized uncertainty
Chassein, André; Goerigk, Marc - In: European journal of operational research : EJOR 269 (2018) 2, pp. 544-555
Persistent link: https://www.econbiz.de/10011864406
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Variable-sized uncertainty and inverse problems in robust optimization
Chassein, André; Goerigk, Marc - In: European journal of operational research : EJOR 264 (2018) 1, pp. 17-28
Persistent link: https://www.econbiz.de/10011801544
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Minmax regret combinatorial optimization problems with ellipsoidal uncertainty sets
Chassein, André; Goerigk, Marc - In: European journal of operational research : EJOR 258 (2017) 1, pp. 58-69
Persistent link: https://www.econbiz.de/10011641432
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Recoverable robust representatives selection problems with discrete budgeted uncertainty
Goerigk, Marc; Lendl, Stefan; Wulf, Lasse - In: European journal of operational research : EJOR 303 (2022) 2, pp. 567-580
Persistent link: https://www.econbiz.de/10013363977