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Robust multi-product newsvendor model with uncertain demand and substitution

Zhang, Jie; Xie, Weijun; Sarin, Subhash Chander - In: European journal of operational research : EJOR 293 (2021) 1, pp. 190-202

Persistent link: https://www.econbiz.de/10012502466

Distributionally robust optimization with multiple time scales : valuation of a thermal power plant

Ackooij, Wim van; Escobar, Debora Daniela; Glanzer, Martin - In: Computational management science 17 (2020) 3, pp. 357-385

Persistent link: https://www.econbiz.de/10012308484

An approximation framework for two-stage ambiguous stochastic integer programs under mean-MAD information

Postek, Krzysztof Stanisław; Romeijnders, Ward; … - In: European journal of operational research : EJOR 274 (2019) 2, pp. 432-444

Persistent link: https://www.econbiz.de/10011990108

Risk management of energy system for identifying optimal power mix with financial-cost minimization and environmental-impact mitigation under uncertainty

Nie, S.; Li, Y. P.; Liu, J.; Huang, Charley Z. - In: Energy economics 61 (2017), pp. 313-329

Persistent link: https://www.econbiz.de/10011737833

On the quantification of nomination feasibility in stationary gas networks with random load

Gotzes, Claudia; Heitsch, Holger; Henrion, René; … - In: Mathematical methods of operations research 84 (2016) 2, pp. 427-457

Persistent link: https://www.econbiz.de/10011673543

A minimum expected regret model for the shortest path problem with solution-dependent probability distributions

Conde, Eduardo - In: Computers & operations research : and their … 77 (2017), pp. 11-19

Persistent link: https://www.econbiz.de/10011630908

Proper efficiency and tradeoffs in multiple criteria and stochastic optimization

Engau, Alexander - In: Mathematics of operations research 42 (2017) 1, pp. 119-134

Persistent link: https://www.econbiz.de/10011654582

A simulation optimization approach for the appointment scheduling problem with decision-dependent uncertainties

Homem-de-Mello, Tito; Kong, Qingxia; Godoy-Barba, Rodrigo - In: INFORMS journal on computing : JOC ; charting new … 34 (2022) 5, pp. 2845-2865

Persistent link: https://www.econbiz.de/10014325582

Constraint generation for risk averse two-stage stochastic programs

Mínguez, Roberto; Ackooij, Wim van; García-Bertrand, … - In: European journal of operational research : EJOR 288 (2021) 1, pp. 194-206

Persistent link: https://www.econbiz.de/10012496548

On Solving Some Stochastic Discrete Optimization Problems Under General Regret Function

Das, Shubhabratha; Ghosh, Diptesh; Mandal, Pranab - 2012

In this paper we consider stochastic discrete optimization problems (DOP) in which feasible solutions remain feasible irrespective of the randomness of the problem parameters. We introduce the concept of the risk associated with a solution and define optimal solution in terms of having least...

Persistent link: https://www.econbiz.de/10014040146