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  • Search: subject:"STOCHASTIC PROGRAMMING"
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Year of publication
Subject
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Stochastischer Prozess 802 Stochastic process 800 Mathematische Optimierung 792 Mathematical programming 790 Stochastic programming 717 Theorie 704 Theory 701 stochastic programming 308 Supply chain 191 Lieferkette 189 Dynamic programming 156 Dynamische Optimierung 151 Risk 135 Risiko 130 Portfolio selection 117 Portfolio-Management 115 Scheduling problem 114 Scheduling-Verfahren 114 Risk management 111 Risikomanagement 96 Tourenplanung 95 Vehicle routing problem 95 Integer programming 82 Decomposition method 79 Dekompositionsverfahren 75 Ganzzahlige Optimierung 75 Two-stage stochastic programming 70 Risikomaß 68 Risk measure 67 Algorithm 66 Algorithmus 66 Logistics 60 Humanitarian aid 58 Humanitäre Hilfe 58 Logistik 58 Robust statistics 58 Robustes Verfahren 58 Decision under uncertainty 56 Entscheidung unter Unsicherheit 56 Electric power industry 55
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Online availability
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Undetermined 999 Free 231 CC license 14
Type of publication
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Article 1,265 Book / Working Paper 135
Type of publication (narrower categories)
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Article in journal 932 Aufsatz in Zeitschrift 932 Working Paper 52 Graue Literatur 45 Non-commercial literature 45 Arbeitspapier 40 Article 22 Aufsatz im Buch 12 Book section 12 Conference paper 11 Konferenzbeitrag 11 Forschungsbericht 4 research-article 4 Hochschulschrift 3 Thesis 3 Lehrbuch 2 Aufsatzsammlung 1 Congress Report 1 Research Report 1 review-article 1
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Language
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English 1,063 Undetermined 334 German 2 Polish 1
Author
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Gendreau, Michel 19 Wallace, Stein W. 18 Rei, Walter 15 Beraldi, Patrizia 13 Koberstein, Achim 13 Maggioni, Francesca 13 Shapiro, Alexander 13 Bertsch, Valentin 12 Govindan, Kannan 12 Klibi, Walid 11 Crainic, Teodor Gabriel 10 Fattahi, Mohammad 10 Lejeune, Miguel A. 10 Torabi, Ali 10 Woodruff, David L. 10 Barro, Diana 9 Alem, Douglas 8 Canestrelli, Elio 8 Consiglio, Andrea 8 Delage, Erick 8 Fleten, Stein-Erik 8 Huang, G.H. 8 Kaut, Michal 8 Pantuso, Giovanni 8 Saldanha-da-Gama, Francisco 8 Tomasgard, Asgeir 8 Ackooij, Wim van 7 Bashiri, Mahdi 7 Bruni, Maria Elena 7 Cheng, Jianqiang 7 Consigli, Giorgio 7 Cortignani, Raffaele 7 Desaulniers, Guy 7 Dono, Gabriele 7 Keles, Dogan 7 Morton, David P. 7 Nourelfath, Mustapha 7 Ntaimo, Lewis 7 Oliveira, Fabricio 7 Pagnoncelli, Bernardo K. 7
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Institution
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European Association of Agricultural Economists - EAAE 9 Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam 5 EconWPA 4 Erasmus University Rotterdam, Econometric Institute 4 Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 4 Agricultural and Applied Economics Association - AAEA 3 Dipartimento di Economia, Università Ca' Foscari Venezia 3 Institutt for Økonomi, Universitetet i Bergen 3 Philippine Institute for Development Studies (PIDS), Government of the Philippines 3 Energiewirtschaftliches Institut (EWI), Universität zu Köln 2 Judge Business School, University of Cambridge 2 Tinbergen Instituut 2 Associazione Italiana di Economia Agraria e Applicata - AIEAA 1 C.E.P.R. Discussion Papers 1 COMISEF 1 Chaire d'Économie du Climat, Université Paris-Dauphine (Paris IX) 1 Dipartimento di Economia, Università degli Studi di Roma 3 1 Dipartimento di Scienze Economico-Sociali e Matematico-Statistiche, Università degli Studi di Torino 1 Ehrvervøkonomisk Institut, Institut for Økonomi 1 Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam. 1 Erasmus Research Institute of Management (ERIM), Erasmus Universiteit Rotterdam 1 Facultad de Ciencias Económicas y Empresariales, Universidad Complutense de Madrid 1 Fondazione ENI Enrico Mattei (FEEM) 1 Geneva School of Economics and Management, Université de Genève 1 HEC Paris (École des Hautes Études Commerciales) 1 International Farm Management Association - IFMA 1 Laboratoire Études et Recherches Économiques (SMART-LERECO), Département Sciences Sociales, Agriculture et Alimentation, Espace et Environnement (SAE2) 1 Provozně ekonomická fakulta, Mendelova Univerzita v Brnĕ 1 School of Finance, Universität St. Gallen 1 Society for Computational Economics - SCE 1 Springer Nature Switzerland AG 1 Tilburg University, Center for Economic Research 1 Tinbergen Institute 1 Université Paris-Dauphine (Paris IX) 1 Western Agricultural Economics Association - WAEA 1 Wirtschaftswissenschaftliche Fakultät, Leibniz Universität Hannover 1 World Scientific Publishing Co. Pte. Ltd. 1
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Published in...
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European journal of operational research : EJOR 216 International journal of production research 65 Computers & operations research : and their applications to problems of world concern ; an international journal 60 European Journal of Operational Research 48 Transportation research / E : an international journal 47 Omega : the international journal of management science 42 International journal of production economics 35 Computational Management Science : CMS 29 Operations research letters 28 INFORMS journal on computing : JOC 26 Operations research 25 Transportation science : a journal of the Institute for Operations Research and the Management Sciences 21 Computational Management Science 19 Journal of the Operational Research Society 19 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 18 Socio-economic planning sciences : the international journal of public sector decision-making 16 Energy economics 15 Mathematical Methods of Operations Research 15 Applied Energy 14 CIRRELT 14 Computational Statistics 14 Computational management science 14 Energy 14 International Journal of Production Economics 14 Computational Optimization and Applications 13 OR spectrum : quantitative approaches in management 13 Management Science 12 Operational research : an international journal 11 TOP: An Official Journal of the Spanish Society of Statistics and Operations Research 11 International transactions in operational research : a journal of the International Federation of Operational Research Societies 10 Mathematics of operations research 10 Computers & operations research : an international journal 9 Omega 9 Opsearch : journal of the Operational Research Society of India 9 Transportation Research Part E: Logistics and Transportation Review 9 Manufacturing & service operations management : M & SOM 8 Quantitative Finance 8 EURO journal on transportation and logistics 7 IMA journal of management mathematics 7 Les cahiers du GERAD 7
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Source
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ECONIS (ZBW) 1,000 RePEc 352 EconStor 35 BASE 8 Other ZBW resources 5
Showing 81 - 90 of 1,400
Cover Image
Multistage stochastic programming with a random number of stages : applications in hurricane disaster relief logistics planning
Siddig, Murwan; Song, Yongjia - In: European journal of operational research : EJOR 321 (2025) 3, pp. 925-941
Persistent link: https://www.econbiz.de/10015409937
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An L-shaped method with strengthened lift-and-project cuts
Glushko, Pavlo; Fábián, Csaba I.; Koberstein, Achim - In: Computational Management Science 19 (2022) 4, pp. 539-565
Lift-and-project (L &P) cuts are well-known general 0–1 programming cuts which are typically deployed in branch-and-cut methods to solve MILP problems. In this article, we discuss ways to use these cuts within the framework of Benders' decomposition algorithms for solving two-stage...
Persistent link: https://www.econbiz.de/10015199553
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Parallel and distributed computing for stochastic dual dynamic programming
Ávila, D.; Papavasiliou, A.; Löhndorf, Nils - In: Computational management science 19 (2022) 2, pp. 199-226
Persistent link: https://www.econbiz.de/10013262686
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Sample average approximations of strongly convex stochastic programs in Hilbert spaces
Milz, Johannes - In: Optimization Letters 17 (2022) 2, pp. 471-492
. Combined with a standard condition from the literature on stochastic programming, we establish non-asymptotic exponential tail …
Persistent link: https://www.econbiz.de/10015328840
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Lifetime consumption and investment with housing, deferred annuities and home equity release
Jang, Chul; Owadally, Iqbal; Clare, Andrew D.; Kashif, … - In: Quantitative finance 22 (2022) 1, pp. 129-145
Persistent link: https://www.econbiz.de/10012872527
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An empirical comparation of several anticipative formulations for planning aid distribution on the verge of a natural disaster
Ogazón, Esteban; Smith, Neale R.; Ruiz, Angel - 2022
Persistent link: https://www.econbiz.de/10013366319
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A two-stage stochastic post-disaster humanitarian supply chain network design problem
Daneshvar, Mohammad; Jena, Sanjay Dominik; Rei, Walter - 2022
Persistent link: https://www.econbiz.de/10013366339
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Consistent routing for local same-day delivery via micro-hubs
Ackva, Charlotte; Ulmer, Marlin Wolf - 2022
An increasing number of local shops offer local same-day delivery to compete with the online giants. However, the distribution of parcels from individual shops to customers reduces the rare consolidation opportunities in the last mile even further. Thus, shops start collaborating on urban...
Persistent link: https://www.econbiz.de/10013332562
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Capacity management of migrant accommodation centers using approximate dynamic programming
Gökalp, Elvan; Cakir, M. Selim; Kougkoulos, Ioannis - In: Journal of the Operational Research Society 73 (2022) 6, pp. 1198-1210
Persistent link: https://www.econbiz.de/10013372988
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Optimal pricing for electricity retailers based on data-driven consumers’ price-response
Pérez-Santalla, Román; Carrión, Miguel; Ruiz, Carlos - In: Top : an official journal of the Spanish Society of … 30 (2022) 3, pp. 430-464
Persistent link: https://www.econbiz.de/10013461024
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