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Asymptotic consistency for nonconvex risk-averse stochastic optimization with infinite-dimensional decision spaces
Milz, Johannes; Surowiec, Thomas M. - In: Mathematics of operations research 49 (2024) 3, pp. 1403-1418
Persistent link: https://www.econbiz.de/10015047532
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Optimization of transfer baggage handling in a major transit airport
Barth, Torben C.; Holm, Janus Timler; Larsen, Jakob Lindorff - In: Operations research forum 2 (2021) 2, pp. 1-35
Persistent link: https://www.econbiz.de/10012499174
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Time-dependent stochastic vehicle routing problem with random requests : application to online police patrol management in Brussels
Saint-Guillain, Michael; Paquay, Célia; Limbourg, Sabine - In: European journal of operational research : EJOR 292 (2021) 3, pp. 869-885
Persistent link: https://www.econbiz.de/10012502408
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The decision rule approach to optimization under uncertainty : methodology and applications
Georghiou, Angelos; Kuhn, Daniel; Wiesemann, Wolfram - In: Computational Management Science : CMS 16 (2019) 4, pp. 545-576
Persistent link: https://www.econbiz.de/10012126678
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Risk-averse formulations and methods for a virtual power plant
Lima, Ricardo M.; Conejo, Antonio J.; Langodan, Sabique; … - In: Computers & operations research : and their … 96 (2018), pp. 350-373
Persistent link: https://www.econbiz.de/10011870583
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Uncertainty in maritime ship routing and scheduling : a Literature review
Ksciuk, Jana; Kuhlemann, Stefan; Tierney, Kevin; … - In: European journal of operational research : EJOR 308 (2023) 2, pp. 499-524
Persistent link: https://www.econbiz.de/10014283091
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Distributions and bootstrap for data-based stochastic programming
Chen, Xiaotie; Woodruff, David L. - In: Computational management science 21 (2024) 1, pp. 1-21
Persistent link: https://www.econbiz.de/10014636807
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Portfolio optimization via stochastic programming: Methods of output analysis
Dupačová, Jitka - In: Computational Statistics 50 (1999) 2, pp. 245-270
Solutions of portfolio optimization problems are often influenced by errors or misspecifications due to approximation, estimation and incomplete information. Selected methods for analysis of results obtained by solving stochastic programs are presented and their scope illustrated on generic...
Persistent link: https://www.econbiz.de/10010847699
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Portfolio optimization via stochastic programming: Methods of output analysis
Dupačová, Jitka - In: Mathematical Methods of Operations Research 50 (1999) 2, pp. 245-270
Solutions of portfolio optimization problems are often influenced by errors or misspecifications due to approximation, estimation and incomplete information. Selected methods for analysis of results obtained by solving stochastic programs are presented and their scope illustrated on generic...
Persistent link: https://www.econbiz.de/10010999725
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Empirical Estimates in Economic and Financial Optimization Problems
Houda, Michal; Kaňková, Vlasta - In: Bulletin of the Czech Econometric Society 19 (2012)
, first, we recall some known results. Furthermore, we recall stability results based on the Wasserstein metric corresponding …
Persistent link: https://www.econbiz.de/10009492953