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Superquantile regression with applications to buffered reliability, uncertainty quantification, and conditional value-at-risk
Rockafellar, Ralph Tyrrell; Royst, Johannes O.; … - In: European journal of operational research : EJOR 234 (2014) 1, pp. 140-154
Persistent link: https://www.econbiz.de/10010247347
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Asymptotic consistency for nonconvex risk-averse stochastic optimization with infinite-dimensional decision spaces
Surowiec, Thomas M. - In: Mathematics of operations research 49 (2024) 3, pp. 1403-1418
Persistent link: https://www.econbiz.de/10015047532
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Controlling understaffing with conditional Value-at-Risk constraint for anintegrated nurse scheduling problem under patient demand uncertainty
He, Fang; Chaussaleta, Thierry; Qu, Rong - In: Operations Research Perspectives 6 (2019), pp. 1-19
Nursing workforce management is a challenging decision-making task in hospitals. The decisions are made across different timescales and levels from strategic long-term staffing budget to mid-term scheduling. These decisions are interconnected and impact each other, therefore are best taken by...
Persistent link: https://www.econbiz.de/10012662755
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Effective location models for sorting recyclables in public management
Toso, Eli Angela V.; Alem, Douglas - In: European journal of operational research : EJOR 234 (2014) 3, pp. 839-860
Persistent link: https://www.econbiz.de/10010360403
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Risk management optimization for sovereign debt restructuring
Consiglio, Andrea; Zenios, Stauros Andrea - In: Journal of globalization and development 6 (2015) 2, pp. 181-213
Persistent link: https://www.econbiz.de/10011473912
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Effects of higher order moments on the newsvendor problem
Sun, Qi; Dong, Yucheng; Xu, Weidong - In: International journal of production economics 146 (2013) 1, pp. 167-177
Persistent link: https://www.econbiz.de/10010221648
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Risk control in maritime shipping investments
Skålnes, Jørgen; Fagerholt, Kjetil; Pantuso, Giovanni; … - In: Omega : the international journal of management science 96 (2020), pp. 1-15
Persistent link: https://www.econbiz.de/10012243894
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An exact method for constrained maximization of the conditional value-at-risk of a class of stochastic submodular functions
Wu, Hao-Hsiang; Küçükyavuz, Simge - In: Operations research letters 48 (2020) 3, pp. 356-361
Persistent link: https://www.econbiz.de/10012254099
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The construction of an investment portfolio using stochastic programming
Kabašinskas, Audrius; Kadikinaitė, Lina - In: Journal of sustainable finance & investment 6 (2016) 3, pp. 151-160
Persistent link: https://www.econbiz.de/10011722990
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Penalized sample average approximation methods for stochastic programs in economic and secure dispatch of a power system
Tong, X.J.; Xu, H.; Wu, F. F.; Zhao, Z. - In: Computational Management Science : CMS 13 (2016) 3, pp. 393-422
Persistent link: https://www.econbiz.de/10011669303