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  • Search: subject:"Linear decision rules"
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Year of publication
Subject
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Theorie 11 Theory 11 Mathematical programming 10 Mathematische Optimierung 10 linear decision rules 10 Robust statistics 8 Robustes Verfahren 8 Linear decision rules 7 Decision 6 Entscheidung 6 OR in energy 4 Stochastic process 3 Stochastischer Prozess 3 adjustable robust optimization 3 Discounting 2 Diskontierung 2 Heterogeneities 2 Stochastic programming 2 quasi-hyperbolic discounting 2 AdaLASSO 1 Adjustable robust optimization 1 Auctions/bidding 1 Betriebliche Standortwahl 1 Capacity expansion problem 1 Capacity planning 1 Decision theory 1 Dynamic programming 1 Dynamische Optimierung 1 Electric power industry 1 Electricity portfolio management 1 Elektrizitätswirtschaft 1 Entscheidungstheorie 1 Epiconvergence 1 Estimation theory 1 Facilities planning and design 1 Firm location choice 1 Fourier-Motzkin elimination 1 Hauptkomponentenanalyse 1 Hydrothermal scheduling 1 Kapazitätsplanung 1
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Online availability
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Undetermined 18 Free 2
Type of publication
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Article 18 Book / Working Paper 3
Type of publication (narrower categories)
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Article in journal 12 Aufsatz in Zeitschrift 12 Arbeitspapier 1 Graue Literatur 1 Non-commercial literature 1 Working Paper 1
Language
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English 14 Undetermined 7
Author
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Hertog, Dirk den 4 Zhen, Jianzhe 4 Drugeon, Jean-Pierre 2 Kuhn, Daniel 2 Remus, William 2 Rocha, Paula 2 Ruiter, Frans J. C. T. de 2 Wigniolle, Bertrand 2 Alavi, Maryam 1 Choi, Dong Gu 1 Dittmar, Robert 1 Dueker, Michael 1 Favereau, Marcel 1 Fischer, Andreas M 1 Fonseca, Raquel J. 1 Fu, Chenyi 1 Goyal, Akshit 1 He, Chuan 1 Henderson, John C. 1 Kamien, Morton I. 1 Kim, Seokwoo 1 Leclère, Vincent 1 Li, Lode 1 Lorca, Álvaro 1 Ma, Shoufeng 1 Marandi, Ahmadreza 1 Moor, Danique de 1 Nazare, Felipe 1 Negrete-Pincetic, Mathías 1 Roos, Ernst 1 Rustem, Berç 1 Sim, Melvyn 1 Street, Alexandre 1 Vandenberghe, Lieven 1 Zhang, Xuanyi 1 Zhang, Yiling 1 Zhao, Sixiang 1 Zhu, Ning 1
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Institution
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C.E.P.R. Discussion Papers 1 COMISEF 1
Published in...
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Management Science 4 European journal of operational research : EJOR 3 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 3 European Journal of Operational Research 2 Operations research 2 CEPR Discussion Papers 1 Computers & operations research : and their applications to problems of world concern ; an international journal 1 Mathematical methods of operations research : ZOR 1 Operations research letters 1 Revue d'économie politique 1 Working Papers / COMISEF 1 Working paper 1
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Source
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ECONIS (ZBW) 13 RePEc 8
Showing 11 - 20 of 21
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On a simple equilibrium with heterogeneous quasi-hyperbolic discounting agents
Drugeon, Jean-Pierre; Wigniolle, Bertrand - In: Revue d'économie politique 129 (2019) 5, pp. 715-740
Persistent link: https://www.econbiz.de/10012383721
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Epiconvergence of relaxed stochastic optimization problems
Leclère, Vincent - In: Operations research letters 47 (2019) 6, pp. 553-559
Persistent link: https://www.econbiz.de/10012131865
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Adjustable robust optimization via Fourier-Motzkin elimination
Zhen, Jianzhe; Hertog, Dirk den; Sim, Melvyn - In: Operations research 66 (2018) 4, pp. 1086-1100
Persistent link: https://www.econbiz.de/10011916656
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Multistage Stochastic Portfolio Optimisation in Deregulated Electricity Markets Using Linear Decision Rules
Rocha, Paula; Kuhn, Daniel - COMISEF - 2010
-aggregation and linear decision rules (LDR). The LDR approach consists of restricting the set of decision rules to those affine in the …
Persistent link: https://www.econbiz.de/10008560252
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Multistage stochastic portfolio optimisation in deregulated electricity markets using linear decision rules
Rocha, Paula; Kuhn, Daniel - In: European Journal of Operational Research 216 (2012) 2, pp. 397-408
the decision stages and solve the resulting problem in linear decision rules (LDR). The LDR approach consists of …
Persistent link: https://www.econbiz.de/10010577550
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International portfolio management with affine policies
Fonseca, Raquel J.; Rustem, Berç - In: European Journal of Operational Research 223 (2012) 1, pp. 177-187
While dynamic decision making has traditionally been represented as scenario trees, these may become severely intractable and difficult to compute with an increasing number of time periods. We present an alternative tractable approach to multiperiod international portfolio optimization based on...
Persistent link: https://www.econbiz.de/10010597584
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Stochastic Capital Depreciation and the Comovement of Hours and Productivity
Dittmar, Robert; Dueker, Michael; Fischer, Andreas M - C.E.P.R. Discussion Papers - 2002
rate is driving the result. Markov switching implies non-linear decision rules in the dynamic stochastic general …'s (1998) projection method to non-linear decision rules. This approach allows for non-linear decision rules in a richer set of …
Persistent link: https://www.econbiz.de/10005791621
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Subcontracting, Coordination, Flexibility, and Production Smoothing in Aggregate Planning
Kamien, Morton I.; Li, Lode - In: Management Science 36 (1990) 11, pp. 1352-1363
with quadratic cost functions and coordination subcontracts; linear decision rules for production, inventory, and …
Persistent link: https://www.econbiz.de/10009218181
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A Study of Graphical and Tabular Displays and Their Interaction with Environmental Complexity
Remus, William - In: Management Science 33 (1987) 9, pp. 1200-1204
Since most interactive systems use either graphical or tabular displays, this experiment contrasts the effectiveness of the two displays in making the production scheduling decision in low and intermediate levels of environmental complexity. The study concludes that tabular aids outperform the...
Persistent link: https://www.econbiz.de/10009191566
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An Empirical Investigation of the Impact of Graphical and Tabular Data Presentations on Decision Making
Remus, William - In: Management Science 30 (1984) 5, pp. 533-542
A key issue in designing a computer-based decision support system is how best to depict the data. Since most systems use either graphical or tabular displays, this experiment compares the latter two when used as decision aids for the production scheduling problem modeled by Holt, Modigliani,...
Persistent link: https://www.econbiz.de/10009191408
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