Similar Search Results

A Bayesian framework for quantifying uncertainty in stochastic simulation

Xie, Wei; Nelson, Barry L.; Barton, Russell R. - In: Operations research 62 (2014) 6, pp. 1439-1452

Persistent link: https://www.econbiz.de/10010471836

Uncertain data envelopment analysis

Wen, Meilin - 2015

Persistent link: https://www.econbiz.de/10010395910

Mean-risk analysis with enhanced behavioral content

Cillo, Alessandra; Delquié, Philippe - In: European journal of operational research : EJOR 239 (2014) 3, pp. 764-775

Persistent link: https://www.econbiz.de/10010411507

Dynamic pricing and inventory control : robust vs. stochastic uncertainty models : a computational study

Adida, Elodie; Perakis, Georgia - 2010

Persistent link: https://www.econbiz.de/10008759780

Satisficing measure approach for vehicle routing problem with time windows under uncertainty

Nguyen, Viet-Anh; Jiang, J.; Ng, Kien Ming; Teo, Kwon Me - In: European journal of operational research : EJOR 248 (2016) 2, pp. 404-414

Persistent link: https://www.econbiz.de/10011408478

General equilibrium and reduced-form pricing, hedging and econometric analysis of fixed-income markets

Ulrich, Maxim - 2008

Persistent link: https://www.econbiz.de/10003751650

Umweltstandards bei Unsicherheit aus entscheidungstheoretischer Sicht

Cansier, Adrienne; Cansier, Dieter - In: Umweltrisikopolitik, (pp. 157-171). 1999

Persistent link: https://www.econbiz.de/10001468241

Uncertainty versus randomness : minimizing model dependence

Wilmott, Paul - In: International journal of theoretical and applied finance 3 (2000) 3, pp. 493-500

Persistent link: https://www.econbiz.de/10001523034

Stochastic optimization of trading strategies in sequential electricity markets

Kraft, Emil; Russo, Marianna; Keles, Dogan; Bertsch, … - 2021

-in and electricity prices. This uncertainty reflects on both the market outcomes and the quantity of renewable generation … generation under consideration of risk. We include a reserve market, a day-ahead market and an intraday market in stochastic … modeling and develop a multi-stage stochastic Mixed Integer Linear Program. We assess the profitability as well as the risk …

Persistent link: https://www.econbiz.de/10012581307

Risk-averse regret minimization in multi-stage stochastic programs

Poursoltani, Mehran; Delage, Erick; Georghiou, Angelos - 2021

Persistent link: https://www.econbiz.de/10012939439