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Dynamic project expediting : a stochastic shortest-path approach
Bertazzi, Luca; Mogre, Riccardo; Trichakis, Nikolaos - In: Management science : journal of the Institute for … 70 (2024) 6, pp. 3748-3768
Persistent link: https://www.econbiz.de/10014551986
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Risk-averse stochastic programming vs. adaptive robust optimization : a virtual power plant application
Lima, Ricardo M.; Conejo, Antonio J.; Giraldi, Loïc; … - In: INFORMS journal on computing : JOC ; charting new … 34 (2022) 3, pp. 1795-1818
Persistent link: https://www.econbiz.de/10013361856
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Optimal hedging when the underlying asset follows a regime-switching Markov process
François, Pascal; Gauthier, Geneviève; Godin, Frédéric - In: European journal of operational research : EJOR 237 (2014) 1, pp. 312-322
Persistent link: https://www.econbiz.de/10010378599
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Stochastically induced critical depensation and risk of stock collapse
Poudel, Diwakar; Sandal, Leif K.; Kvamsdal, Sturla Furunes - In: Marine resource economics 30 (2015) 3, pp. 297-313
Persistent link: https://www.econbiz.de/10011313703
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Optimal risk allocation in reinsurance networks
Bäuerle, Nicole; Glauner, Alexander - In: Insurance / Mathematics & economics 82 (2018), pp. 37-47
Persistent link: https://www.econbiz.de/10011929783
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Optimal portfolios : stochastic models for optimal investment and risk management in continuous time
Korn, Ralf - 1997
Persistent link: https://www.econbiz.de/10014277429
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Optimal dynamic asset allocation of pension fund in mortality and salary risks framework
Liang, Zongxia; Ma, Ming - In: Insurance / Mathematics & economics 64 (2015), pp. 151-161
Persistent link: https://www.econbiz.de/10011397973
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Expected future value decomposition based bid price generation for large-scale network revenue management
Escudero, Laureano F.; Monge, Juan F.; Romero Morales, … - In: Transportation science : a journal of the Institute for … 47 (2013) 2, pp. 181-197
Persistent link: https://www.econbiz.de/10009751570
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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
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Optimal production and admission control for a stochastic SOM system with demands for product and PSS
Wang, Kangzhou; Jiang, Zhibin; Li, Na; Geng, Na - In: International journal of production research 51 (2013) 23/24, pp. 7270-7288
Persistent link: https://www.econbiz.de/10010229337