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An O(N2)-time algorithm for the stochastic uncapacitated lot-sizing problem with random lead times
Jiang, Ruiwei; Guan, Yongpei - In: Operations research letters 39 (2011) 1, pp. 74-77
Persistent link: https://www.econbiz.de/10008857501
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Two-stage minimax regret robust uncapacitated lot-sizing problems with demand uncertainty
Zhang, Muhong - In: Operations research letters 39 (2011) 5, pp. 342-345
Persistent link: https://www.econbiz.de/10009355659
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An -time algorithm for the stochastic uncapacitated lot-sizing problem with random lead times
Jiang, Ruiwei; Guan, Yongpei - In: Operations research letters 39 (2011) 1, pp. 74-78
Persistent link: https://www.econbiz.de/10008780821
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Multi-period portfolio optimization : translation of autocorrelation risk to excess variance
Choi, Byung-Geun; Rujeerapaiboon, Napat; Jiang, Ruiwei - In: Operations research letters 44 (2016) 6, pp. 801-807
Persistent link: https://www.econbiz.de/10011622383
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Stochastic lot-sizing problem with deterministic demands and Wagner-Whitin costs
Zhou, Zhili; Guan, Yongpei - In: Operations research letters 38 (2010) 5, pp. 414-419
Persistent link: https://www.econbiz.de/10008658778
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Extended formulations for stochastic lot-sizing problems
Zhao, Chaoyue; Guan, Yongpei - In: Operations research letters 42 (2014) 4, pp. 278-283
Persistent link: https://www.econbiz.de/10010396164
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Derivatives and subderivatives of buffered probability of exceedance
Zhang, Tong; Uryasev, Stan; Guan, Yongpei - In: Operations research letters 47 (2019) 2, pp. 130-132
Persistent link: https://www.econbiz.de/10012003278
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Data-driven risk-averse stochastic optimization with Wasserstein metric
Zhao, Chaoyue; Guan, Yongpei - In: Operations research letters 46 (2018) 2, pp. 262-267
Persistent link: https://www.econbiz.de/10011824909
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An extended formulation for two-stage stochastic unit commitment with reserves
Lu, Yiruo; Zhang, Tong; Guan, Yongpei - In: Operations research letters 50 (2022) 3, pp. 235-240
Persistent link: https://www.econbiz.de/10013364078
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Two-stage minimax regret robust uncapacitated lot-sizing problems with demand uncertainty
Zhang, Muhong - In: Operations research letters 39 (2011) 5, pp. 342-346
Persistent link: https://www.econbiz.de/10009328622