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person:"Whang, Yoon-jae"
~isPartOf:"INFORMS journal on computing : JOC"
~person:"Wallace, Stein W."
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Stochastic process
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Stochastischer Prozess
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scenario generation
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stochastic programming
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multistage mixed-integer stochastic programming
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Whang, Yoon-jae
Wallace, Stein W.
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INFORMS journal on computing : JOC
CEMMAP working papers / Centre for Microdata Methods and Practice
5
Cambridge working papers in economics
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Computational Management Science : CMS
3
Transportation science : a journal of the Institute for Operations Research and the Management Sciences
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IMA journal of management mathematics
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International transactions in operational research : a journal of the International Federation of Operational Research Societies
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NHH Dept. of Business and Management Science Discussion Paper
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Omega : the international journal of management science
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Operations research letters
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Optimization in the energy industry : [symposium with the title "Stochastic Optimization in the Energy Industry"]
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Stochastic network design for planning scheduled transportation services : the value of deterministic solutions
Wang, Xin
;
Crainic, Teodor Gabriel
;
Wallace, Stein W.
- In:
INFORMS journal on computing : JOC
31
(
2019
)
1
,
pp. 153-170
Persistent link: https://www.econbiz.de/10011999050
Saved in:
2
Vehicle routing with space- and time-correlated stochastic travel times : evaluating the objective function
Guo, Zhaoxia
;
Wallace, Stein W.
;
Kaut, Michal
- In:
INFORMS journal on computing : JOC
31
(
2019
)
4
,
pp. 654-670
Persistent link: https://www.econbiz.de/10012125725
Saved in:
3
Scenario generation for single-period portfolio selection problems with tail risk measures : coping with high dimensions and integer variables
Fairbrother, Jamie
;
Turner, Amanda
;
Wallace, Stein W.
- In:
INFORMS journal on computing : JOC
30
(
2018
)
3
,
pp. 472-491
Persistent link: https://www.econbiz.de/10011948065
Saved in:
4
Solving hierarchical stochastic programs : application to the maritime fleet renewal problem
Pantuso, Giovanni
;
Fagerholt, Kjetil
;
Wallace, Stein W.
- In:
INFORMS journal on computing : JOC
27
(
2015
)
1
,
pp. 89-102
Persistent link: https://www.econbiz.de/10010505084
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