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Stochastic Programming : Modeling Decision Problems Under Uncertainty

Klein Haneveld, Willem K.; van der Vlerk, Maarten H.; … - 2020 - 1st ed. 2020

This book provides an essential introduction to Stochastic Programming, especially intended for graduate students. The book begins by exploring a linear programming problem with random parameters, representing a decision problem under uncertainty. Several models for this problem are presented,...

Persistent link: https://www.econbiz.de/10012398934

Two-Stage Stochastic Integer Programming. A Survey.

Schultz, R.; Stougie, L.; Van Der Vlerk, M. - SOM Research Institute, Faculteit Economie en Bedrijfskunde - 1993

Persistent link: https://www.econbiz.de/10005626110

An algorithm for the construction of convex hulls in simple integer recourse programming.

KLEIN HANEVELD, W. K.; STOUGIE, L.; van der VLERK, M. H. - Center for Operations Research and Econometrics (CORE), …

Persistent link: https://www.econbiz.de/10010704032

An algorithm for the construction of convex hulls in simple integer recourse programming.

KLEIN HANEVELD, W. K.; STOUGIE, L.; van der VLERK, M. H. - Center for Operations Research and Econometrics (CORE), …

Persistent link: https://www.econbiz.de/10010694684

Risk aversion in two-stage stochastic integer programming

Schultz, Rüdiger - In: Stochastic programming : the state of the art ; in …, (pp. 165-187). 2011

Persistent link: https://www.econbiz.de/10008798658

Comments on: on a mixture of the fix-and-relax coordination and Lagrangian substitution schemes for multistage stochastic mixed integer programming

Schultz, Rüdiger - In: Top : transactions in operations research 17 (2009) 1, pp. 35-36

Persistent link: https://www.econbiz.de/10003856842

Comments on: on a mixture of the fix-and-relax coordination and Lagrangian substitution schemes for multistage stochastic mixed integer programming

Schultz, Rüdiger - In: Top : an official journal of the Spanish Society of … 17 (2009) 1, pp. 35-36

Persistent link: https://www.econbiz.de/10009885621

Testing solution quality in stochastic programs

Morton, David P. - In: Operations research proceedings 2002 : selected papers …, (pp. 395-400). 2003

Persistent link: https://www.econbiz.de/10001752070

A two-step method for forecasting spare parts demand using information on component repairs

Romeijnders, Ward; Teunter, Ruud H.; Jaarsveld, Willem van - In: European journal of operational research : EJOR 220 (2012) 2, pp. 386-393

Persistent link: https://www.econbiz.de/10009548848

Optimal WACC in tariff regulation under uncertainty

Romeijnders, Ward; Mulder, Machiel - In: Journal of regulatory economics 61 (2022) 2, pp. 89-107

Persistent link: https://www.econbiz.de/10013272326