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The value of stochastic modeling in two-stage stochastic programs with cost uncertainty
Delage, Erick; Arroyo, Sharon; Ye, Yinyu - In: Operations research 62 (2014) 6, pp. 1377-1393
Persistent link: https://www.econbiz.de/10010471839
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Technical note : stochastic optimization with decisions truncated by positively dependent random variables
Chen, Xin; Gao, Xiangyu - In: Operations research 67 (2019) 5, pp. 1321-1327
Persistent link: https://www.econbiz.de/10012107775
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Technical note: risk-averse regret minimization in multistage stochastic programs
Poursoltani, Mehran; Delage, Erick; Georghiou, Angelos - In: Operations research 72 (2024) 4, pp. 1727-1738
Persistent link: https://www.econbiz.de/10015045703
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New sufficient conditions for (s, S) policies to be optimal in systems with multiple uncertainties
Chen, Lucy Gongtao; Robinson, Lawrence W.; Roundy, Robin O. - In: Operations research 63 (2015) 1, pp. 186-197
Persistent link: https://www.econbiz.de/10010519496
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Deriving robust and globalized robust solutions of uncertain linear programs with general convex uncertainty sets
Gorissen, Bram L.; Blanc, J. P.; Hertog, Dirk den; … - In: Operations research 62 (2014) 3, pp. 672-679
Persistent link: https://www.econbiz.de/10010381843
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Routing optimization under uncertainty
Jaillet, Patrick; Qi, Jin; Sim, Melvyn - In: Operations research 64 (2016) 1, pp. 186-200
Persistent link: https://www.econbiz.de/10011447853
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Market uncertainty, persistent arbitrage-free violation, and price discovery in RMB market
Xu, Ke; Chen, Yu-Lun; Yang, J. Jimmy - In: International review of financial analysis 90 (2023), pp. 1-10
Persistent link: https://www.econbiz.de/10014470359
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Stock price swings and fundamentals : the role of Knightian uncertainty
Mangee, Nicholas - In: International review of financial analysis 91 (2024), pp. 1-11
Persistent link: https://www.econbiz.de/10014446941
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Robust analysis in stochastic simulation : computation and performance guarantees
Ghosh, Soumyadip; Lam, Henry - In: Operations research 67 (2019) 1, pp. 232-249
Persistent link: https://www.econbiz.de/10012000817
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Optimization with stochastic preferences based on a general class of scalarization functions
Noyan, Nilay; Rudolf, Gábor - In: Operations research 66 (2018) 2, pp. 463-486
Persistent link: https://www.econbiz.de/10011845995