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Exact local whittle estimation in long memory time series with multiple poles
Arteche, Josu - In: Econometric theory 36 (2020) 6, pp. 1064-1098
Persistent link: https://www.econbiz.de/10012404090
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On multistage Stochastic Integer Programming for incorporating logical constraints in asset and liability management under uncertainty
Escudero, Laureano F.; Garín, María Araceli; Merino, … - In: Computational Management Science : CMS 6 (2009) 3, pp. 307-327
Persistent link: https://www.econbiz.de/10003862187
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An exact algorithm for solving large-scale two-stage stochastic mixed-integer problems : some theoretical and experimental aspects
Escudero, Laureano F.; Garín, María Araceli; Merino, … - In: European journal of operational research : EJOR 204 (2010) 1, pp. 105-116
Persistent link: https://www.econbiz.de/10003946641
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BFC-MSMIP: an exact branch-and-fix coordination approach for solving multistage stochastic mixed 0-1 problems
Escudero, Laureano F.; Garín, María Araceli; Merino, … - In: Top : transactions in operations research 17 (2009) 1, pp. 96-122
Persistent link: https://www.econbiz.de/10003856888
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Lagrangian Decomposition for large-scale two-stage stochastic mixed 0-1 problems
Escudero, Laureano F.; Garín, María Araceli; Pérez, G.; … - In: Top : transactions in operations research 20 (2012) 2, pp. 347-374
Persistent link: https://www.econbiz.de/10009578144
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An algorithmic framework for solving large-scale multistage stochastic mixed 0-1 problems with nonsymmetric scenario trees
Escudero, Laureano F.; Garín, María Araceli; Merino, … - In: Computers & operations research : and their … 39 (2012) 5, pp. 1133-1144
Persistent link: https://www.econbiz.de/10009506579
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Scenario cluster decomposition of the Lagrangian dual in two-stage stochastic mixed 0-1 optimization
Escudero, Laureano F.; Garín, María Araceli; Pérez, … - In: Computers & operations research : and their … 40 (2013) 1, pp. 362-377
Persistent link: https://www.econbiz.de/10009658509
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On time stochastic dominance induced by mixed integer-linear recourse in multistage stochastic programs
Escudero, Laureano F.; Garín, María Araceli; Merino, … - In: European journal of operational research : EJOR 249 (2016) 1, pp. 164-176
Persistent link: https://www.econbiz.de/10011435773
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Cluster Lagrangean decomposition in multistage stochastic optimization
Escudero, Laureano F.; Garín, María Araceli; Unzueta … - In: Computers & operations research : and their … 67 (2016), pp. 48-62
Persistent link: https://www.econbiz.de/10011441239
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Generating cluster submodels from a multistage stochastic mixed integer optimization model using break stage
Aldasoro, Unai; Garín, María Araceli; Merino, María; … - 2013
Persistent link: https://www.econbiz.de/10010417858