Narrow search
Showing 1 - 10 of 17,598
Cover Image
A minimum expected regret model for the shortest path problem with solution-dependent probability distributions
Conde, Eduardo - In: Computers & operations research : and their … 77 (2017), pp. 11-19
Persistent link: https://www.econbiz.de/10011630908
Cover Image
Envelope theorems for multistage linear stochastic optimization
Terça, Gonçalo; Wozabal, David - In: Operations research 69 (2021) 5, pp. 1608-1629
Persistent link: https://www.econbiz.de/10012661077
Cover Image
Vulnerability analysis of the financial network
Khabazian, Aein; Peng, Jiming - In: Management science : journal of the Institute for … 65 (2019) 7, pp. 3302-3321
Persistent link: https://www.econbiz.de/10012039993
Cover Image
Distributionally robust scheduling on parallel machines under moment uncertainty
Chang, Zhiqi; Ding, Jian-Ya; Song, Shiji - In: European journal of operational research : EJOR 272 (2019) 3, pp. 832-846
Persistent link: https://www.econbiz.de/10011942609
Cover Image
Calibrating probability distributions with convex-concave-convex functions : application to CDO pricing
Veremyev, Alexander; Tsyurmasto, Peter; Uryasev, Stan; … - In: Computational Management Science : CMS 11 (2014) 4, pp. 341-364
Persistent link: https://www.econbiz.de/10010437154
Cover Image
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
Cover Image
Cost estimation and sensitivity analysis on cost factors : a case study on Taylor kriging, regression and artificial neural networks
Liu, Heping - In: The engineering economist : a journal devoted to the … 55 (2010) 3, pp. 201-224
Persistent link: https://www.econbiz.de/10008663377
Cover Image
Sensitivity analysis of energy contracts by stochastic programming techniques
Bonnans, J. Frédéric; Cen, Zhihao; Christel, Thibault - In: Numerical methods in finance : Bordeaux, June 2010, (pp. 447-471). 2012
Persistent link: https://www.econbiz.de/10009577185
Cover Image
Robustness of optimal portfolios under risk and stochastic dominance constraints
Dupačová, Jitka; Kopam, Milos̆ - In: European journal of operational research : EJOR 234 (2014) 2, pp. 434-441
Persistent link: https://www.econbiz.de/10010356735
Cover Image
Hybrid robust and stochastic optimization for closed-loop supply chain network design using accelerated Benders decomposition
Keyvanshokooh, Esmaeil; Ryan, Sarah M.; Kabir, Elnaz - In: European journal of operational research : EJOR 249 (2016) 1, pp. 76-92
Persistent link: https://www.econbiz.de/10011434878