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1
A stochastic program with time series and affine decision rules for the reservoir management problem
Gauvin, Charles
;
Delage, Erick
;
Gendreau, Michel
- In:
European journal of operational research : EJOR
267
(
2018
)
2
,
pp. 716-732
Persistent link: https://www.econbiz.de/10011812732
Saved in:
2
An extended regularized Kalman filter based on Genetic Algorithm : application to dynamic asset pricing models
Jiang, Minqi
;
Liu, Jiapeng
;
Zhang, Lu
- In:
The quarterly review of economics and finance : journal …
79
(
2021
),
pp. 28-44
Persistent link: https://www.econbiz.de/10012655014
Saved in:
3
On the impact of deep learning-based time-series forecasts on multistage stochastic programming policies
Wang, Juyoung
;
Cevik, Mucahit
;
Bodur, Merve
- In:
INFOR : information systems and operational research
60
(
2022
)
2
,
pp. 133-164
Persistent link: https://www.econbiz.de/10013271181
Saved in:
4
An augmented Lagrangian filter method
Leyffer, Sven
;
Vanaret, Charlie
- In:
Mathematical methods of operations research : ZOR
92
(
2020
)
2
,
pp. 343-376
Persistent link: https://www.econbiz.de/10012395579
Saved in:
5
Parallel optimization of sparse portfolios with AR-HMMs
Sipos, I. Róbert
;
Ceffer, Attila
;
Levendovszky, János
- In:
Computational economics
49
(
2017
)
4
,
pp. 563-578
Persistent link: https://www.econbiz.de/10011762135
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6
A dynamic stochastic programming model of crop rotation choice to test the adoption of long rotation under price and production risks
Ridier, Aude
;
Chaib, Karim
;
Roussy, Caroline
- In:
European journal of operational research : EJOR
252
(
2016
)
1
,
pp. 270-279
Persistent link: https://www.econbiz.de/10011449485
Saved in:
7
Portfolio optimization with entropic value-at-risk
Ahmadi-Javid, Amir
;
Fallah-Tafti, Malihe
- In:
European journal of operational research : EJOR
279
(
2019
)
1
,
pp. 225-241
Persistent link: https://www.econbiz.de/10012102740
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8
Decision rule approximations for the risk averse reservoir management problem
Gauvin, Charles
;
Delage, Erick
;
Gendreau, Michel
- In:
European journal of operational research : EJOR
261
(
2017
)
1
,
pp. 317-336
Persistent link: https://www.econbiz.de/10011765029
Saved in:
9
Spatio-temporal hydro
forecasting
of multireservoir inflows for hydro-thermal scheduling
Lohmann, Timo
;
Hering, Amanda S.
;
Rebennack, Steffen
- In:
European journal of operational research : EJOR
255
(
2016
)
1
,
pp. 243-258
Persistent link: https://www.econbiz.de/10011530864
Saved in:
10
Managing losses in exotic horse race wagering
Deza, Antoine
;
Huang, Kai
- In:
Journal of the Operational Research Society
69
(
2018
)
3
,
pp. 319-325
Persistent link: https://www.econbiz.de/10012224984
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