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subject:"Portfolio-Management"
~subject:"Mathematische Optimierung"
~subject:"USA"
~type_genre:"Book section"
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Stochastic optimization: theory and applications
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Stochastic programming : the state of the art ; in honor of Georg B. Dantzig
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Dynamic stochastic optimization : [this volume includes a selection of papers presented at the IFIP/IIASA/GAMM-Workshop on "Dynamic Stochastic Optimization" held at the International Institute for Systems Analysis (IIASA), Laxenburg, Austria, March 11 - 14, 2002]/ Kurt Marti ... (eds.)
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Production systems and supply chain management in emerging countries: best practices : selected papers from the International Conference on Production Research (ICPR) ; [5th International Conference on Production Research (ICPR) Americas 2010 held on July 21 - 23 in Bogotá, Colombia]
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Annals of operations research ; volume 302, number 1 (July 2021)
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Application of operations research (OR) in disaster relief operations (DRO), part I and part II
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A collective investment problem in a stochastic volatility environment : the impact of sharing rules
Chen, An
;
Nguyen, Thai
;
Rach, Manuel Matthias
-
2021
Persistent link: https://www.econbiz.de/10012605876
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2
An accelerated L-shaped method for solving two-stage stochastic programs in disaster management
Graß, Emilia
;
Fischer, Kathrin
;
Rams, Antonia
- In:
Decomposition methods for hard optimization problems
,
(pp. 557-582)
.
2020
Persistent link: https://www.econbiz.de/10012157129
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3
A Lagrangian relaxation approach for stochastic network capacity expansion with budget constraints
Taghavi, Majid
;
Huang, Kai
- In:
Decomposition methods for hard optimization problems
,
(pp. 605-621)
.
2020
Persistent link: https://www.econbiz.de/10012157142
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4
An ADMM algorithm for two-stage stochastic programming problems
Arpón, Sebastián
;
Homem-de-Mello, Tito
;
Pagnoncelli, …
- In:
Operations research and systems : XVIII …
,
(pp. 559-582)
.
2020
Persistent link: https://www.econbiz.de/10012167917
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5
Integrated versus hierarchical approach for zone delineation and crop planning under uncertainty
Albornoz, Víctor M.
;
Véliz, Marcelo I.
;
Ortega Blu, …
- In:
Operations research and systems : XVIII …
,
(pp. 617-634)
.
2020
Persistent link: https://www.econbiz.de/10012167922
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6
Implementing Faustmann-Marshall-Pressler at scale : stochastic dynamic programming in space
Paarsch, Harry J.
;
Rust, John
- In:
The econometrics of networks
,
(pp. 145-174)
.
2020
Persistent link: https://www.econbiz.de/10012318925
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7
On the number of stages in multistage stochastic programs
Pantuso, Giovanni
;
Boomsma, Trine Krogh
- In:
Stochastic optimization: theory and applications
,
(pp. 581-603)
.
2020
Persistent link: https://www.econbiz.de/10012290806
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8
Bounds in multi-horizon stochastic programs
Maggioni, Francesca
;
Allevi, Elisabetta
;
Tomasgard, Asgeir
- In:
Stochastic optimization: theory and applications
,
(pp. 605-625)
.
2020
Persistent link: https://www.econbiz.de/10012290807
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9
Solving joint chance constrained problems using regularization and Benders' decomposition
Adam, Lukáš
;
Branda, Martin
;
Heitsch, Holger
; …
- In:
Stochastic optimization: theory and applications
,
(pp. 683-709)
.
2020
Persistent link: https://www.econbiz.de/10012290834
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10
The stochastic opportunistic replacement problem, part III : improved bounding procedures
Laksman, Efraim
;
Strömberg, Ann-Brith
;
Patriksson, Michael
- In:
Stochastic optimization: theory and applications
,
(pp. 711-733)
.
2020
Persistent link: https://www.econbiz.de/10012290835
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