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A new cross decomposition method for stochastic mixed-integer linear programming

Ogbe, Emmanuel; Li, Xiang - In: European journal of operational research : EJOR 256 (2017) 2, pp. 487-499

Persistent link: https://www.econbiz.de/10011612031

Joint-replenishment problem under stochastic demands with backorders-lost sales mixtures, controllable lead times, and investment to reduce the major ordering cost

Braglia, Marcello; Castellano, Davide; Frosolini, Marco - In: Journal of the Operational Research Society : OR 67 (2016) 8, pp. 1108-1120

Persistent link: https://www.econbiz.de/10011575607

A note on the quantile formulation

Xu, Zuo Quan - In: Mathematical finance : an international journal of … 26 (2016) 3, pp. 589-601

Persistent link: https://www.econbiz.de/10011583612

B-spline techniques for volatility modeling

Corlay, Sulvain - In: The journal of computational finance 19 (2016) 3, pp. 97-135

Persistent link: https://www.econbiz.de/10011563492

A robust bi-objective uncertain green supply chain network management

Golpîra, Hêriş - In: Serbian journal of management : an international … 11 (2016) 2, pp. 211-222

Conflicting objectives becomes a common issue in many supply chain network optimization problems. In this paper, a new model is formulated to design a green supply chain network through a new mixed integer linear programming problem. Uncertain demand and stochastic environmental respect levels...

Persistent link: https://www.econbiz.de/10011637189

Consumption optimization for recursive utility in a jump-diffusion model

Antonelli, Fabio; Mancini, Carlo - In: Decisions in economics and finance : DEF ; a journal of … 39 (2016) 2, pp. 293-310

Persistent link: https://www.econbiz.de/10011642633

Multi-objective optimisation of facility location decisions within integrated forward/reverse logistics under uncertainty

Afshari, Hamid; Sharafi, Masoud; ElMekkawy, Terek Y.; … - In: International journal of business performance and … 8 (2016) 3, pp. 250-276

Persistent link: https://www.econbiz.de/10011643254

A parallel branch-and-fix coordination based matheuristic algorithm for solving large sized multistage stochastic mixed 0-1 problems

Aldasoro, Unai; Escudero, Laureano F.; Merino, María; … - In: European journal of operational research : EJOR 258 (2017) 2, pp. 590-606

Persistent link: https://www.econbiz.de/10011644197

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

On exact and approximate stochastic dominance strategies for portfolio selection

Bruni, Renato; Cesarone, Francesco; Scozzari, Andrea; … - In: European journal of operational research : EJOR 259 (2017) 1, pp. 322-329

Persistent link: https://www.econbiz.de/10011644989