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isPartOf:"Discussion paper"
~isPartOf:"European journal of industrial engineering : EJIE"
~isPartOf:"Operations research letters"
~subject:"Mathematische Optimierung"
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Mathematische Optimierung
Stochastic process
214
Stochastischer Prozess
214
Theorie
128
Theory
128
Mathematical programming
79
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20
Option pricing theory
18
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Shapiro, Alexander
4
Guigues, Vincent
3
Leclère, Vincent
3
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Chen, Zhiping
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1
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Discussion paper
European journal of industrial engineering : EJIE
Operations research letters
European journal of operational research : EJOR
280
Computers & operations research : and their applications to problems of world concern ; an international journal
101
Operations research
78
Mathematics of operations research
62
International journal of production research
59
INFORMS journal on computing : JOC
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Top : an official journal of the Spanish Society of Statistics and Operations Research
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International journal of theoretical and applied finance
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International transactions in operational research : a journal of the International Federation of Operational Research Societies
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1
Risk-averse stochastic optimal control : An efficiently computable statistical upper bound
Guigues, Vincent
;
Shapiro, Alexander
;
Cheng, Yi
- In:
Operations research letters
51
(
2023
)
4
,
pp. 393-400
Persistent link: https://www.econbiz.de/10014426574
Saved in:
2
Dual SDDP for risk-averse multistage stochastic programs
Costa, Bernardo Freitas Paulo da
;
Leclère, Vincent
- In:
Operations research letters
51
(
2023
)
3
,
pp. 332-337
Persistent link: https://www.econbiz.de/10014374928
Saved in:
3
The complexity of branch-and-price algorithms for the capacitated vehicle routing problem with stochastic demands
Fukasawa, Ricardo
;
Gunter, Joshua
- In:
Operations research letters
51
(
2023
)
1
,
pp. 11-16
Persistent link: https://www.econbiz.de/10014283276
Saved in:
4
An inexact column-and-constraint generation method to solve two-stage robust optimization problems
Tsang, Man Yiu
;
Shehadeh, Karmel S.
;
Curtis, Frank E.
- In:
Operations research letters
51
(
2023
)
1
,
pp. 92-98
Persistent link: https://www.econbiz.de/10014283302
Saved in:
5
A stochastic mixed-integer model to support foodbank resources prepositioning during the prelude to a natural disaster
Rivera, Adrian F.
;
Smith, Neale R.
;
Ogazon, Esteban
; …
- In:
European journal of industrial engineering : EJIE
17
(
2023
)
3
,
pp. 460-477
Persistent link: https://www.econbiz.de/10014306656
Saved in:
6
Location-inventory-reliability optimisation problem in a multi-objective multi-period three-level supply chain network with stochastic demand
Abdi, Farid
;
Farughi, Hiwa
;
Sadeghi, Heibatolah
;
Arkat, …
- In:
European journal of industrial engineering : EJIE
17
(
2023
)
4
,
pp. 479-528
Persistent link: https://www.econbiz.de/10014306657
Saved in:
7
Modelling, performance evaluation and optimisation of (s,Q) retrial inventory system with partial backlogging demands : a GSPN approach
Bazizi, Lydia
;
Rahmoune, Fazia
;
Lekadir, Ouiza
;
Labadi, …
- In:
European journal of industrial engineering : EJIE
17
(
2023
)
4
,
pp. 529-569
Persistent link: https://www.econbiz.de/10014306658
Saved in:
8
Solving a stochastic programming with recourse model for the stochastic electric capacitated vehicle routing problem using a hybrid genetic algorithm
Messaoud, Elhassania
- In:
European journal of industrial engineering : EJIE
16
(
2022
)
1
,
pp. 71-90
Persistent link: https://www.econbiz.de/10012694213
Saved in:
9
Scenario-based stochastic shelter location-allocation problem with vulnerabilities for disaster relief network design
Hansuwa, Sweety
;
Mohan, Usha
;
Ganesan, Viswanath Kumar
- In:
European journal of industrial engineering : EJIE
16
(
2022
)
5
,
pp. 507-530
Persistent link: https://www.econbiz.de/10013435322
Saved in:
10
A dynamic programming approach to optimal pollution control under uncertain irreversibility : the Poisson case
Boucekkine, Raouf
;
Ruan, Weihua
;
Zou, Benteng
-
2022
Persistent link: https://www.econbiz.de/10013407553
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