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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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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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Optimal regime switching under risk aversion and uncertainty
Chronopoulos, Michail; Lumbreras, Sara - In: European journal of operational research : EJOR 256 (2017) 2, pp. 543-555
Persistent link: https://www.econbiz.de/10011612062
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A risk-averse stochastic program for integrated system design and preventive maintenance planning
Bei, Xiaoqiang; Zhu, Xiaoyan; Coit, David W. - In: European journal of operational research : EJOR 276 (2019) 2, pp. 536-548
Persistent link: https://www.econbiz.de/10012003593
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On the solution variability reduction of stochastic dual dynamic programming applied to energy planning
Soares, Murilo Pereira; Street, Alexandre; Valladão, … - In: European journal of operational research : EJOR 258 (2017) 2, pp. 743-760
Persistent link: https://www.econbiz.de/10011644466
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Time-consistent, risk-averse dynamic pricing
Schur, Rouven; Gönsch, Jochen; Hassler, Michael - In: European journal of operational research : EJOR 277 (2019) 2, pp. 587-603
Persistent link: https://www.econbiz.de/10012022014
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Optimal dynamic longevity hedge with basis risk
Tan, Ken Seng; Weng, Chengguo; Zhang, Jinggong - In: European journal of operational research : EJOR 297 (2022) 1, pp. 325-337
Persistent link: https://www.econbiz.de/10013259312
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Optimal policies for the berth allocation problem under stochastic nature
Ursavas, Evrim; Zhu, Stuart X. - In: European journal of operational research : EJOR 255 (2016) 2, pp. 380-387
Persistent link: https://www.econbiz.de/10011532076
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Welfare implications of piracy with dynamic pricing and heterogeneous consumers
Waters, James - In: European journal of operational research : EJOR 240 (2015) 3, pp. 904-911
Persistent link: https://www.econbiz.de/10010486925
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Joint pricing and inventory decisions for substitutable and perishable products under demand uncertainty
Fang, Fei; Tri-Dung Nguyen; Currie, Christine S. M. - In: European journal of operational research : EJOR 293 (2021) 2, pp. 594-602
Persistent link: https://www.econbiz.de/10012513223