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Scenario decomposition of risk-averse multistage stochastic programming problems

Collado, Ricardo A.; Papp, Dávid; Ruszczyski, Andrzej - 2012

Persistent link: https://www.econbiz.de/10009688659

Robustness in stochastic programs with risk constraints

Dupačová, Jitka; Kopa, Milos - 2012

Persistent link: https://www.econbiz.de/10009688667

Optimal production control policy in unreliable batch processing manufacturing systems with transportation delay

Bouslah, B.; Gharbi, A.; Pellerin, R.; Hajji, A. - In: International journal of production research 51 (2013) 1, pp. 264-280

Persistent link: https://www.econbiz.de/10009700307

A stochastic lost-sizing model with multi-supplier and quantity discounts

Kang, He-yau; Lee, Amy H. I. - In: International journal of production research 51 (2013) 1, pp. 245-263

Persistent link: https://www.econbiz.de/10009700312

Optimal manufacturing policy in a reverse logistic system with dependent stochastic returns and limited capacities

Benedito, Ernest; Corominas, Albert - In: International journal of production research 51 (2013) 1, pp. 189-201

Persistent link: https://www.econbiz.de/10009700320

Iterative estimation maximization for stochastic linear programs with conditional value-at-risk constraints

Huang, Pu; Subramanian, Dharmashankar - In: Computational Management Science : CMS 9 (2012) 4, pp. 441-458

Persistent link: https://www.econbiz.de/10009657603

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

The orienteering problem under uncertainty : stochastic programming and robust optimization compared

Evers, Lanah; Glorie, Kristiaan; Ster, Suzanne van der; … - 2012

Persistent link: https://www.econbiz.de/10009665719

Essays on behavioral portfolio management : theory and application

Singer, Nico - 2011

The aim of this dissertation is the behavioral portfolio selection problem in which risk is measured as the probability of shortfall. Using behavioral elements, such as mental accounting, and emotions and cognition, this dissertation investigates empirical issues related to behavioral asset...

Persistent link: https://www.econbiz.de/10009668052

A stochastic local search algorithm for constrained continuous global optimization

Melo, Wendel A. X.; Fampa, Marcia Helena Costa; Raupp, … - In: International transactions in operational research : … 19 (2012) 6, pp. 825-846

Persistent link: https://www.econbiz.de/10009670802

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