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type_genre:"Article in journal"
type_genre:"Survey"
~person:"Ahmed, Shabbir"
~person:"Benth, Fred Espen"
~person:"Rei, Walter"
~subject:"Stochastischer Prozess"
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Stochastischer Prozess
Theorie
76
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Mathematical programming
32
Mathematische Optimierung
32
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29
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13
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Ahmed, Shabbir
Benth, Fred Espen
Rei, Walter
Escudero, Laureano F.
35
Gendreau, Michel
21
Phillips, Peter C. B.
20
McAleer, Michael
15
Shapiro, Alexander
15
Yu, Jun
14
Escobar, Marcos
13
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Wallace, Stein W.
13
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12
Rossi, Roberto
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Asai, Manabu
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Chu, Feng
11
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Tarim, S. Armagan
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Tzeng, Larry Y.
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9
Dolgui, Alexandre
9
Huang, Rachel J.
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Jeanblanc, Monique
9
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9
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European journal of operational research : EJOR
5
INFORMS journal on computing : JOC
4
Mathematical finance : an international journal of mathematics, statistics and financial theory
3
Transportation science : a journal of the Institute for Operations Research and the Management Sciences
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Computers & operations research : and their applications to problems of world concern ; an international journal
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Finance and stochastics
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Operations research letters
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EURO journal on transportation and logistics
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INFORMS journal on computing : JOC ; charting new directions in operations research and computer science ; a journal of the Institute for Operations Research and the Management Sciences
1
Maritime economics & logistics : a quarterly scientific journal committed to the advancement of maritime economics as a distinct and well defined branch of both applied economics and international business
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ECONIS (ZBW)
29
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1
Problem-driven scenario clustering in stochastic optimization
Keutchayan, Julien
;
Ortmann, Janosch
;
Rei, Walter
- In:
Computational management science
20
(
2023
)
1
,
pp. 1-33
Persistent link: https://www.econbiz.de/10014391949
Saved in:
2
State-variable modeling for a class of two-stage stochastic optimization problems
Doulabi, Hossein Hashemi
;
Ahmed, Shabbir
;
Nemhauser, …
- In:
INFORMS journal on computing : JOC ; charting new …
34
(
2022
)
1
,
pp. 354-369
Persistent link: https://www.econbiz.de/10013359075
Saved in:
3
Multivariate continuous-time modeling of wind indexes and hedging of wind risk
Benth, Fred Espen
;
Christensen, Troels Sønderby
; …
- In:
Quantitative finance
21
(
2021
)
1
,
pp. 165-183
Persistent link: https://www.econbiz.de/10012424641
Saved in:
4
Partial benders decomposition : general methodology and application to stochastic network design
Crainic, Teodor Gabriel
;
Hewitt, Mike
;
Maggioni, Francesca
- In:
Transportation science : a journal of the Institute for …
55
(
2021
)
2
,
pp. 414-435
Persistent link: https://www.econbiz.de/10012506484
Saved in:
5
A learning-based matheuristic for stochastic multicommodity network design
Sarayloo, Fatemeh
;
Crainic, Teodor Gabriel
;
Rei, Walter
- In:
INFORMS journal on computing : JOC
33
(
2021
)
2
,
pp. 643-656
Persistent link: https://www.econbiz.de/10012546147
Saved in:
6
Distributionally robust facility location problem under decision-dependent stochastic demand
Basciftci, Beste
;
Ahmed, Shabbir
;
Shen, Siqian
- In:
European journal of operational research : EJOR
292
(
2021
)
2
,
pp. 548-561
Persistent link: https://www.econbiz.de/10012502379
Saved in:
7
Bicriteria approximation of chance-constrained covering problems
Xie, Weijun
;
Ahmed, Shabbir
- In:
Operations research
68
(
2020
)
2
,
pp. 516-533
Persistent link: https://www.econbiz.de/10012213365
Saved in:
8
Optimization-driven scenario grouping
Ryan, Kevin
;
Ahmed, Shabbir
;
Dey, Santanu S.
;
Rajan, Deepak
- In:
INFORMS journal on computing : JOC
32
(
2020
)
3
,
pp. 805-821
Persistent link: https://www.econbiz.de/10012294739
Saved in:
9
An exact algorithm to solve the vehicle routing problem with stochastic demands under an optimal restocking policy
Salavati-Khoshghalb, Majid
;
Gendreau, Michel
;
Jabali, Ola
; …
- In:
European journal of operational research : EJOR
273
(
2019
)
1
,
pp. 175-189
Persistent link: https://www.econbiz.de/10011979484
Saved in:
10
A rule-based recourse for the vehicle routing problem with stochastic demands
Salavati-Khoshghalb, Majid
;
Gendreau, Michel
;
Jabali, Ola
; …
- In:
Transportation science : a journal of the Institute for …
53
(
2019
)
5
,
pp. 1334-1353
Persistent link: https://www.econbiz.de/10012108767
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