//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~subject:"Mathematical programming"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
A linear stochastic programmin...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Mathematical programming
Theorie
23
Theory
22
Zeitreihenanalyse
13
Prognoseverfahren
12
Time series analysis
12
Forecasting model
10
Mathematische Optimierung
10
Estimation theory
9
Schätztheorie
9
Stochastic process
9
Stochastischer Prozess
9
Brasilien
7
nonlinear time series
7
ARCH-Modell
6
Brazil
6
Portfolio selection
6
Portfolio-Management
5
Risk aversion
5
Sterblichkeit
5
Volatility
5
smooth transition
5
ARCH model
4
Autocorrelation
4
Autokorrelation
4
GARCH models
4
Mortality
4
Risiko
4
Risikoaversion
4
Risk
4
Stochastic programming
4
Artificial intelligence
3
Coronavirus
3
Erneuerbare Energie
3
Estimation
3
Finance
3
Inflation rate
3
Inflationsrate
3
Kapitalmarkttheorie
3
Kointegration
3
more ...
less ...
Online availability
All
Undetermined
8
Type of publication
All
Article
10
Type of publication (narrower categories)
All
Article in journal
10
Aufsatz in Zeitschrift
10
Language
All
English
10
Author
All
Street, Alexandre
8
Valladão, Davi M.
2
Valladão, Davi Michel
2
Veiga, Alvaro
2
Ahmed, Shabbir
1
Bodin, Guilherme
1
Bruno, Sergio
1
Cano Gamboa, Carlos Andrés
1
Duarte, Thiago B.
1
Fernandes, Betina
1
Fernandes, Cristiano Augusto Coelho
1
Garcia, Joaquim Dias
1
Hamacher, Silvio
1
Homem-de-Mello, Tito
1
Moreira, Alexandre
1
Nazare, Felipe
1
Pozo, David
1
Ribas, Gabriela P.
1
Sauma, Enzo E.
1
Shapiro, Alexander
1
Soares, Murilo Pereira
1
Strbac, Goran
1
Valladão, Davi
1
Veiga, Geraldo
1
more ...
less ...
Published in...
All
European journal of operational research : EJOR
6
INFORMS journal on computing : JOC ; charting new directions in operations research and computer science ; a journal of the Institute for Operations Research and the Management Sciences
1
Insurance / Mathematics & economics
1
International transactions in operational research : ITOR ; a journal of the International Federation of Operational Research Societies (IFORS)
1
Operations research letters
1
Source
All
ECONIS (ZBW)
10
Showing
1
-
10
of
10
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Decomposition methods for Wasserstein-based data-driven distributionally robust problems
Cano Gamboa, Carlos Andrés
;
Valladão, Davi Michel
; …
- In:
Operations research letters
49
(
2021
)
5
,
pp. 696-702
Persistent link: https://www.econbiz.de/10013207430
Saved in:
2
On the solution variability reduction of stochastic dual dynamic programming applied to energy planning
Soares, Murilo Pereira
;
Street, Alexandre
;
Valladão, …
- In:
European journal of operational research : EJOR
258
(
2017
)
2
,
pp. 743-760
Persistent link: https://www.econbiz.de/10011644466
Saved in:
3
Optimization under uncertainty of the integrated oil supply chain using stochastic and robust programming
Ribas, Gabriela P.
;
Hamacher, Silvio
;
Street, Alexandre
- In:
International transactions in operational research : …
17
(
2010
)
6
,
pp. 777-796
Persistent link: https://www.econbiz.de/10008736670
Saved in:
4
Risk neutral and risk averse approaches to multistage renewable investment planning under uncertainty
Bruno, Sergio
;
Ahmed, Shabbir
;
Shapiro, Alexander
; …
- In:
European journal of operational research : EJOR
250
(
2016
)
3
,
pp. 979-989
Persistent link: https://www.econbiz.de/10011445359
Saved in:
5
An adaptive robust portfolio optimization model with loss constraints based on data-driven polyhedral uncertainty sets
Fernandes, Betina
;
Street, Alexandre
;
Valladão, Davi
; …
- In:
European journal of operational research : EJOR
255
(
2016
)
3
,
pp. 961-970
Persistent link: https://www.econbiz.de/10011556541
Saved in:
6
Climate‐aware generation and transmission expansion planning : a three‐stage robust optimization approach
Moreira, Alexandre
;
Pozo, David
;
Street, Alexandre
; …
- In:
European journal of operational research : EJOR
295
(
2021
)
3
,
pp. 1099-1118
Persistent link: https://www.econbiz.de/10012622440
Saved in:
7
Solving multistage stochastic linear programming via regularized linear decision rules : an application to hydrothermal dispatch planning
Nazare, Felipe
;
Street, Alexandre
- In:
European journal of operational research : EJOR
309
(
2023
)
1
,
pp. 345-358
Persistent link: https://www.econbiz.de/10014290512
Saved in:
8
BilevelJuMP.jl : modeling and solving bilevel optimization problems in Julia
Garcia, Joaquim Dias
;
Bodin, Guilherme
;
Street, Alexandre
- In:
INFORMS journal on computing : JOC ; charting new …
36
(
2024
)
2
,
pp. 327-335
Persistent link: https://www.econbiz.de/10014532261
Saved in:
9
A multistage linear stochastic programming model for optimal corporate debt management
Valladão, Davi M.
;
Veiga, Alvaro
;
Veiga, Geraldo
- In:
European journal of operational research : EJOR
237
(
2014
)
1
,
pp. 303-311
Persistent link: https://www.econbiz.de/10010378601
Saved in:
10
Asset liability management for open pension schemes using multistage stochastic programming under Solvency-II-based regulatory constraints
Duarte, Thiago B.
;
Valladão, Davi M.
;
Veiga, Alvaro
- In:
Insurance / Mathematics & economics
77
(
2017
),
pp. 177-188
Persistent link: https://www.econbiz.de/10011783945
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->