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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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A progressive hedging approach for surgery planning under uncertainty
Gul, Serhat; Denton, Brian T.; Fowler, John W. - In: INFORMS journal on computing : JOC 27 (2015) 4, pp. 755-772
Persistent link: https://www.econbiz.de/10011422725
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Construction of risk-averse enhanced index funds
Lejeune, Miguel A.; Samatlı-Paç, Gülay - In: INFORMS journal on computing : JOC 25 (2013) 4, pp. 701-719
Persistent link: https://www.econbiz.de/10010203600
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Scenario trees and policy selection for multistage stochastic programming using machine learning
Defourny, Boris; Ernst, Damien; Wehenkel, Louis A. - In: INFORMS journal on computing : JOC 25 (2013) 3, pp. 488-501
Persistent link: https://www.econbiz.de/10009784060
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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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Decomposition algorithms for risk-averse multistage stochastic programs with application to water allocation under uncertainty
Zhang, Weini; Rahimian, Hamed; Bayraksan, Güzin - In: INFORMS journal on computing : JOC 28 (2016) 3, pp. 385-404
Persistent link: https://www.econbiz.de/10011538952
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Modeling and optimization of a spatial detection system
Lu, Fang; Hasenbein, John J.; Morton, David P. - In: INFORMS journal on computing : JOC 28 (2016) 3, pp. 512-526
Persistent link: https://www.econbiz.de/10011539006
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Optimization of industrial-scale assemble-to-order systems
Jaarsveld, Willem van; Scheller-Wolf, Alan - In: INFORMS journal on computing : JOC 27 (2015) 3, pp. 544-560
Persistent link: https://www.econbiz.de/10011387583
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Importance sampling in stochastic programming : a Markov chain Monte Carlo approach
Parpas, Panos; Ustun, Berk; Webster, Mort; Tran, Quang Kha - In: INFORMS journal on computing : JOC 27 (2015) 2, pp. 358-377
Persistent link: https://www.econbiz.de/10011291297
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Bilevel integer programs with stochastic right-hand sides
Zhang, Junlong; Özaltın, Osman Y. - In: INFORMS journal on computing : JOC 33 (2021) 4, pp. 1644-1660
Persistent link: https://www.econbiz.de/10012796959