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Stochastic optimization : theory and applications : preface: special issue in memory of Marida Bertocchi
Consigli, Giorgio; Dentcheva, Darinka; Maggioni, Francesca - In: Stochastic optimization: theory and applications, (pp. 575-580). 2020
Persistent link: https://www.econbiz.de/10012290804
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On the number of stages in multistage stochastic programs
Pantuso, Giovanni; Boomsma, Trine Krogh - In: Stochastic optimization: theory and applications, (pp. 581-603). 2020
Persistent link: https://www.econbiz.de/10012290806
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Bounds in multi-horizon stochastic programs
Maggioni, Francesca; Allevi, Elisabetta; Tomasgard, Asgeir - In: Stochastic optimization: theory and applications, (pp. 605-625). 2020
Persistent link: https://www.econbiz.de/10012290807
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Equivalence between time consistency and nested formula
Gérard, Henri; De Lara, Michel; Chancelier, Jean-Philippe - In: Stochastic optimization: theory and applications, (pp. 627-647). 2020
Persistent link: https://www.econbiz.de/10012290809
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A combined SDDP/Benders decomposition approach with a risk-averse surface concept for reservoir operation in long term power generation planning
Diniz, Andre Luiz; Maceira, Maria Elvira P.; … - In: Stochastic optimization: theory and applications, (pp. 649-681). 2020
Persistent link: https://www.econbiz.de/10012290832
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Solving joint chance constrained problems using regularization and Benders' decomposition
Adam, Lukáš; Branda, Martin; Heitsch, Holger; … - In: Stochastic optimization: theory and applications, (pp. 683-709). 2020
Persistent link: https://www.econbiz.de/10012290834
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The stochastic opportunistic replacement problem, part III : improved bounding procedures
Laksman, Efraim; Strömberg, Ann-Brith; Patriksson, Michael - In: Stochastic optimization: theory and applications, (pp. 711-733). 2020
Persistent link: https://www.econbiz.de/10012290835
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The distortion principle for insurance pricing : properties, identification and robustness
Escobar, Debora Daniela; Pflug, Georg - In: Stochastic optimization: theory and applications, (pp. 771-794). 2020
Persistent link: https://www.econbiz.de/10012290841
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Joint tails impact in stochastic volatility portfolio selection models
Bonomelli, Marco; Giacometti, Rosella; Ortobelli Lozza, … - In: Stochastic optimization: theory and applications, (pp. 833-848). 2020
Persistent link: https://www.econbiz.de/10012290845
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A copula-based scenario tree generation algorithm for multiperiod portfolio selection problems
Yan, Zhe; Chen, Zhiping; Consigli, Giorgio; Liu, Jia; … - In: Stochastic optimization: theory and applications, (pp. 849-881). 2020
Persistent link: https://www.econbiz.de/10012290846