Similar Search Results

Stochastic optimization for transshipment problems with positive replenishment lead times

Gong, Yeming Yale; Yucesan, Enver - In: International journal of production economics 135 (2011) 1, pp. 61-72

Persistent link: https://www.econbiz.de/10009389133

Random gradient-free minimization of convex functions

Nesterov, Jurij Evgenʹevič - 2011

Persistent link: https://www.econbiz.de/10008934775

Optimal CAR simulation

Chakroun, Fatma; Abid, Fathi - In: International journal of financial engineering 2 (2015) 4, pp. 1-31

Persistent link: https://www.econbiz.de/10011493106

Integrated assessment of climate catastrophes with endogenous uncertainty : does the risk of ice sheet collapse justify precautionary mitigation?

Diaz, Delavane B. - 2015

Greenhouse gas policies confront the trade-off between the costs of reducing emissions and the benefits of avoided climate change. The risk of uncertain and potentially irreversible catastrophes is an important issue related to the latter, and one that has not yet been well incorporated into...

Persistent link: https://www.econbiz.de/10011290817

A scenario decomposition algorithm for stochastic programming problems with a class of downside risk measures

Rysz, Maciej; Vinel, Alexander; Krokhmal, Pavlo; … - In: INFORMS journal on computing : JOC 27 (2015) 2, pp. 416-430

Persistent link: https://www.econbiz.de/10011291285

Importance sampling in stochastic programming : a Markov chain Monte Carlo approach

Parpas, Panos; Ustun, Berk; Webster, Mort; Tran, Quang Kha - In: INFORMS journal on computing : JOC 27 (2015) 2, pp. 358-377

Persistent link: https://www.econbiz.de/10011291297

Scheduling of physicians with time-varying productivity levels in emergency departments

Zaerpour, Farzad; Bijvank, Marco; Ouyang, Huiyin; Sun, … - In: Production and operations management : the flagship … 31 (2022) 2, pp. 645-667

Persistent link: https://www.econbiz.de/10013163966

Risk and resilience-based optimal post-disruption restoration for critical infrastructures under uncertainty

Alkhaleel, Basem A.; Liao, Haitao; Sullivan, Kelly M. - In: European journal of operational research : EJOR 296 (2022) 1, pp. 174-202

Persistent link: https://www.econbiz.de/10012820155

Rolling horizon strategies for a dynamic and stochastic ridesharing problem with rematches

Homsi, Gabriel; Gendron, Bernard; Jena, Sanjay Dominik - 2021

Persistent link: https://www.econbiz.de/10012545773

Monge properties, optimal greedy policies, and policy improvement for the dynamic stochastic transportation problem

Estes, Alexander S.; Ball, Michael O. - In: INFORMS journal on computing : JOC 33 (2021) 2, pp. 785-807

Persistent link: https://www.econbiz.de/10012546229