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Quantifying input uncertainty via simulation confidence intervals
Barton, Russell R.; Nelson, Barry L.; Xie, Wei - In: INFORMS journal on computing : JOC 26 (2014) 1, pp. 74-87
Persistent link: https://www.econbiz.de/10010344158
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Multilevel optimization modeling for risk-averse stochastic programming
Eckstein, Jonathan; Eskandani, Deniz; Fan, Jingnan - In: INFORMS journal on computing : JOC 28 (2016) 1, pp. 112-128
Persistent link: https://www.econbiz.de/10011453805
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Importance sampling for option Greeks with discontinuous payoffs
Tong, Shaolong; Liu, Guangwu - In: INFORMS journal on computing : JOC 28 (2016) 2, pp. 223-235
Persistent link: https://www.econbiz.de/10011489268
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Some monotonicity results for stochastic kriging metamodels in sequential settings
Wang, Bing; Hu, Jiaqiao - In: INFORMS journal on computing : JOC 30 (2018) 2, pp. 278-294
Persistent link: https://www.econbiz.de/10011878271
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Reducing simulation input-model risk via input model averaging
Nelson, Barry L.; Wan, Alan T. K.; Zou, Guohua; Zhang, … - In: INFORMS journal on computing : JOC 33 (2021) 2, pp. 672-684
Persistent link: https://www.econbiz.de/10012546154
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Reducing conservatism in robust optimization
Roos, Ernst; Hertog, Dirk den - In: INFORMS journal on computing : JOC 32 (2020) 4, pp. 1109-1127
Persistent link: https://www.econbiz.de/10012390213
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Multistage adjustable robust mixed-integer optimization via iterative splitting of the uncertainty set
Postek, Kryzsztof; Hertog, Dirk den - In: INFORMS journal on computing : JOC 28 (2016) 3, pp. 553-574
Persistent link: https://www.econbiz.de/10011539037
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Robust optimization of dose-volume metrics for prostate HDR-brachytherapy incorporating target and OAR volume delineation uncertainties
Balvert, Marleen; Hertog, Dirk den; Hoffmann, Aswin L. - In: INFORMS journal on computing : JOC 31 (2019) 1, pp. 100-114
Persistent link: https://www.econbiz.de/10011999046
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A multistage stochastic programming approach to the optimal surveillance and control of the emerald ash borer in cities
Kıbış, Eyyüb Y.; Haight, Robert G.; Najmaddin, Akhundov - In: INFORMS journal on computing : JOC 33 (2021) 2, pp. 808-834
Persistent link: https://www.econbiz.de/10012546238
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Parallel scenario decomposition of risk-averse 0-1 stochastic programs
Deng, Yan; Ahmed, Shabbir; Shen, Siqian - In: INFORMS journal on computing : JOC 30 (2018) 1, pp. 90-105
Persistent link: https://www.econbiz.de/10011848149