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~isPartOf:"Computational Management Science : CMS"
~subject:"Stochastischer Prozess"
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Stochastischer Prozess
Mathematical programming
102
Mathematische Optimierung
102
Theorie
88
Theory
88
Stochastic process
39
Robust statistics
15
Robustes Verfahren
15
Operations Research
14
Operations research
14
Portfolio selection
13
Portfolio-Management
13
Stochastic programming
13
Decision under uncertainty
10
Entscheidung unter Unsicherheit
10
Robust optimization
9
Management
7
USA
7
United States
7
Dynamic programming
6
Dynamische Optimierung
6
Ganzzahlige Optimierung
6
Integer programming
6
Scheduling problem
6
Scheduling-Verfahren
6
Algorithm
5
Algorithmus
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Risiko
5
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Welt
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World
5
Decision
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Entscheidung
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Inventory model
4
Lagerhaltungsmodell
4
Scenario analysis
4
Szenariotechnik
4
Tourenplanung
4
Vehicle routing problem
4
Adjustable robust optimization
3
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39
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39
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39
Conference paper
6
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6
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English
39
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Maggioni, Francesca
4
Gendreau, Michel
3
Bertazzi, Luca
2
Bertocchi, Marida
2
Escudero, Laureano F.
2
Hellemo, Lars
2
Kaut, Michal
2
Tomasgard, Asgeir
2
Zéphyr, Luckny
2
Allevi, Elisabetta
1
Analui, Bita
1
Anderson, C. Lindsay
1
Atakan, Semih
1
Ay, Didem Sarı
1
Bakan, Hacer Öz
1
Barton, Paul I.
1
Blais, Marko
1
Branda, Martin
1
Cagnolari, Matteo
1
Cano, Emilio L.
1
Claus, Matthias
1
Delage, Erick
1
Djamal, Chaabane
1
Dupačová, Jitka
1
Eisenblätter, Andreas
1
Ermol'eva, Tatiana Y.
1
Ermolʹev, Jurij M.
1
Fatma, Mebrek
1
Flåm, Sjur D.
1
Garín, María Araceli
1
Gauvin, Charles
1
Georghiou, Angelos
1
Georgiopoulos, Nick
1
Geyer, Alois
1
Gorge, Agnès
1
Guidi, Jonathan
1
Hanke, Michael
1
Huang, Pu
1
Hájek, Štěpán
1
Kettunen, Janne
1
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Computational Management Science : CMS
European journal of operational research : EJOR
318
Computers & operations research : and their applications to problems of world concern ; an international journal
126
Operations research
86
Operations research letters
77
International journal of production research
69
Mathematics of operations research
67
Transportation science : a journal of the Institute for Operations Research and the Management Sciences
60
INFORMS journal on computing : JOC
53
Annals of operations research
51
Omega : the international journal of management science
47
International journal of production economics
45
Transportation research / E : an international journal
45
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
33
Management science : journal of the Institute for Operations Research and the Management Sciences
31
OR spectrum : quantitative approaches in management
22
Journal of the Operational Research Society
19
Les cahiers du GERAD
19
Computational management science
18
EURO journal on transportation and logistics
18
IMA journal of management mathematics
18
Mathematical methods of operations research
18
International transactions in operational research : a journal of the International Federation of Operational Research Societies
16
Transportation science
16
European journal of industrial engineering : EJIE
15
Insurance / Mathematics & economics
15
Computational economics
14
International journal of theoretical and applied finance
13
Operational research : an international journal
13
Manufacturing & service operations management : M & SOM
12
Quantitative finance
12
Top : transactions in operations research
12
Networks and spatial economics : a journal of infrastructure modeling and computation
11
Operations research perspectives
11
Opsearch : journal of the Operational Research Society of India
11
CIRRELT
10
Health care management science : a new journal serving the international health care management community
10
Journal of the Operational Research Society : OR
10
Mathematical finance : an international journal of mathematics, statistics and financial theory
10
Socio-economic planning sciences : the international journal of public sector decision-making
10
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ECONIS (ZBW)
39
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1
On capacity expansion planning under strategic and operational uncertainties based on stochastic dominance risk averse management
Escudero, Laureano F.
;
Monge, Juan F.
- In:
Computational Management Science : CMS
15
(
2018
)
3/4
,
pp. 479-500
Persistent link: https://www.econbiz.de/10011922980
Saved in:
2
Optimized operating rules for short-term hydropower planning in a stochastic environment
Marchand, Alexia
;
Gendreau, Michel
;
Blais, Marko
; …
- In:
Computational Management Science : CMS
16
(
2019
)
3
,
pp. 501-519
Persistent link: https://www.econbiz.de/10012053154
Saved in:
3
Observational data-based quality assessment of scenario generation for stochastic programs
Ay, Didem Sarı
;
Ryan, Sarah M.
- In:
Computational Management Science : CMS
16
(
2019
)
3
,
pp. 521-540
Persistent link: https://www.econbiz.de/10012053155
Saved in:
4
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
Saved in:
5
The value of the right distribution in stochastic programming with application to a Newsvendor problem
Maggioni, Francesca
;
Cagnolari, Matteo
;
Bertazzi, Luca
- In:
Computational Management Science : CMS
16
(
2019
)
4
,
pp. 739-758
Persistent link: https://www.econbiz.de/10012126690
Saved in:
6
Blocks of coordinates, stochastic programming, and markets
Flåm, Sjur D.
- In:
Computational Management Science : CMS
16
(
2019
)
1/2
,
pp. 3-16
Persistent link: https://www.econbiz.de/10011993406
Saved in:
7
Multistage portfolio optimization with multivariate dominance constraints
Petrová, Barbora
- In:
Computational Management Science : CMS
16
(
2019
)
1/2
,
pp. 17-46
Persistent link: https://www.econbiz.de/10011993411
Saved in:
8
Decision-dependent probabilities in stochastic programs with recourse
Hellemo, Lars
;
Barton, Paul I.
;
Tomasgard, Asgeir
- In:
Computational Management Science : CMS
15
(
2018
)
3/4
,
pp. 369-395
Persistent link: https://www.econbiz.de/10011922957
Saved in:
9
Strong convexity in risk-averse stochastic programs with complete recourse
Claus, Matthias
;
Schultz, Rüdiger
;
Spürkel, Kai
- In:
Computational Management Science : CMS
15
(
2018
)
3/4
,
pp. 411-429
Persistent link: https://www.econbiz.de/10011922964
Saved in:
10
New solution approaches for the maximum-reliability stochastic network interdiction problem
Towle, Eli
;
Luedtke, James
- In:
Computational Management Science : CMS
15
(
2018
)
3/4
,
pp. 455-477
Persistent link: https://www.econbiz.de/10011922972
Saved in:
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