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The value of the right distribution in stochastic programming with application to a Newsvendor problem

Maggioni, Francesca; Cagnolari, Matteo; Bertazzi, Luca - In: Computational Management Science : CMS 16 (2019) 4, pp. 739-758

Persistent link: https://www.econbiz.de/10012126690

Logarithmic asymptotics for probability of component-wise ruin in a two-dimensional Brownian model

Dębicki, Krzysztof; Ji, Lanpeng; Rolski, Tomasz - In: Risks : open access journal 7 (2019) 3/83, pp. 1-21

We consider a two-dimensional ruin problem where the surplus process of business lines is modelled by a two-dimensional correlated Brownian motion with drift. We study the ruin function P(u) for the component-wise ruin (that is both business lines are ruined in an infinite-time horizon), where u...

Persistent link: https://www.econbiz.de/10012127541

On the optimal solution of budgeted influence maximization problem in social networks

Güney, Evren - In: Operational research : an international journal 19 (2019) 3, pp. 817-831

Persistent link: https://www.econbiz.de/10012127702

A multistage stochastic programming model for the network air cargo allocation under capacity uncertainty

Delgado, Felipe; Trincado, Ricardo; Pagnoncelli, Bernardo K. - In: Transportation research / E : an international journal 131 (2019), pp. 292-307

Persistent link: https://www.econbiz.de/10012129089

Analysis of a chance-constrained new product risk model with multiple customer classes

Fontem, Belleh; Smith, Jeremiah - In: European journal of operational research : EJOR 272 (2019) 3, pp. 999-1016

Persistent link: https://www.econbiz.de/10011942710

A stochastic dynamic programming approach for delay management of a single train line

Schön, Cornelia; König, Eva - In: European journal of operational research : EJOR 271 (2018) 2, pp. 501-518

Persistent link: https://www.econbiz.de/10011890231

On strategic multistage operational two-stage stochastic 0-1 optimization for the Rapid Transit Network Design problem

Cadarso, Luis; Escudero, Laureano F.; Marín, Ángel - In: European journal of operational research : EJOR 271 (2018) 2, pp. 577-593

Persistent link: https://www.econbiz.de/10011890291

Bulk ship fleet renewal and deployment under uncertainty : a multi-stage stochastic programming approach

Arlsan, Ayşe N.; Papageorgiou, Dimitri J. - In: Transportation research / E : an international journal 97 (2017), pp. 69-96

Persistent link: https://www.econbiz.de/10011647162

A stochastic programming approach for shelter location and evacuation planning

Bayram, Vedat; Yaman, Hande - In: RAIRO / Operations research 52 (2018) 3, pp. 779-805

Persistent link: https://www.econbiz.de/10011987178

Modeling time-dependent randomness in stochastic dual dynamic programming

Löhndorf, Nils; Shapiro, Alexander - In: European journal of operational research : EJOR 273 (2019) 2, pp. 650-661

Persistent link: https://www.econbiz.de/10011987574