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Sample average approximation of expected value constrained stochastic programs
Wang, Wei; Ahmed, Shabbir - In: Operations research letters 36 (2008) 5, pp. 515-519
Persistent link: https://www.econbiz.de/10003786740
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A robust approach to the chance-constrained knapsack problem
Klopfenstein, Olivier; Nace, Dritan - In: Operations research letters 36 (2008) 5, pp. 628-632
Persistent link: https://www.econbiz.de/10003786798
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A stochastic program based lower bound for assemble-to-order inventory systems
Reiman, Martin I.; Wang, Qiong - In: Operations research letters 40 (2012) 2, pp. 89-95
Persistent link: https://www.econbiz.de/10009507899
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An exact method for constrained maximization of the conditional value-at-risk of a class of stochastic submodular functions
Wu, Hao-Hsiang; Küçükyavuz, Simge - In: Operations research letters 48 (2020) 3, pp. 356-361
Persistent link: https://www.econbiz.de/10012254099
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Decomposability and time consistency of risk averse multistage programs
Shapiro, Alexander; Ugurlu, K. - In: Operations research letters 44 (2016) 5, pp. 663-665
Persistent link: https://www.econbiz.de/10011596625
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Polymatroids and mean-risk minimization in discrete optimization
Atamtürk, Alper; Narayanan, Vishnu - In: Operations research letters 36 (2008) 5, pp. 618-622
Persistent link: https://www.econbiz.de/10003786795
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A risk-averse newsvendor with law invariant coherent measures of risk
Choi, Sungyong; Ruszczyński, Andrzej P. - In: Operations research letters 36 (2008) 1, pp. 77-82
Persistent link: https://www.econbiz.de/10003768526
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A note on the delay distribution in GPS
Lieshout, P.; Mandjes, Michel - In: Operations research letters 36 (2008) 1, pp. 117-122
Persistent link: https://www.econbiz.de/10003768581
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Asymptotic behavior of the stationary distribution in a finite QBD process with zero mean drift
Kim, Bara; Kim, Jeongsim; Lee, Jisu - In: Operations research letters 36 (2008) 1, pp. 127-132
Persistent link: https://www.econbiz.de/10003768591
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A new renewal approximation for certain autocorrelated processes
Araghi, Mojtaba; Balcıog̃lu, Barış - In: Operations research letters 36 (2008) 1, pp. 133-139
Persistent link: https://www.econbiz.de/10003768599