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  • Search: subject:"Stochastic Programming"
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Year of publication
Subject
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Stochastischer Prozess 858 Stochastic process 856 Mathematische Optimierung 845 Mathematical programming 843 Stochastic programming 750 Theorie 746 Theory 743 stochastic programming 322 Supply chain 211 Lieferkette 209 Dynamic programming 167 Dynamische Optimierung 162 Risk 139 Risiko 134 Scheduling problem 126 Scheduling-Verfahren 126 Portfolio selection 124 Portfolio-Management 122 Risk management 119 Risikomanagement 104 Tourenplanung 104 Vehicle routing problem 104 Decomposition method 86 Integer programming 86 Dekompositionsverfahren 82 Two-stage stochastic programming 82 Ganzzahlige Optimierung 79 Algorithm 72 Algorithmus 72 Risikomaß 70 Risk measure 69 Logistics 67 Logistik 64 Humanitarian aid 63 Humanitäre Hilfe 63 Electric power industry 60 Elektrizitätswirtschaft 60 Robust statistics 60 Robustes Verfahren 60 Decision under uncertainty 58
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Online availability
All
Undetermined 1,047 Free 264 CC license 21
Type of publication
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Article 1,341 Book / Working Paper 140
Type of publication (narrower categories)
All
Article in journal 1,001 Aufsatz in Zeitschrift 1,001 Working Paper 57 Graue Literatur 49 Non-commercial literature 49 Arbeitspapier 44 Article 29 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 1,144 Undetermined 334 German 2 Polish 1
Author
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Gendreau, Michel 21 Rei, Walter 19 Wallace, Stein W. 18 Maggioni, Francesca 15 Beraldi, Patrizia 14 Koberstein, Achim 13 Shapiro, Alexander 13 Bertsch, Valentin 12 Govindan, Kannan 12 Klibi, Walid 12 Crainic, Teodor Gabriel 11 Woodruff, David L. 11 Fattahi, Mohammad 10 Lejeune, Miguel A. 10 Torabi, Ali 10 Barro, Diana 9 Fleten, Stein-Erik 9 Pantuso, Giovanni 9 Saldanha-da-Gama, Francisco 9 Tomasgard, Asgeir 9 Alem, Douglas 8 Canestrelli, Elio 8 Consigli, Giorgio 8 Consiglio, Andrea 8 Delage, Erick 8 Huang, G.H. 8 Kaut, Michal 8 Ackooij, Wim van 7 Bashiri, Mahdi 7 Bertazzi, Luca 7 Bruni, Maria Elena 7 Cheng, Jianqiang 7 Cortignani, Raffaele 7 Desaulniers, Guy 7 Dono, Gabriele 7 Keles, Dogan 7 Kraft, Emil 7 Morton, David P. 7 Nourelfath, Mustapha 7 Ntaimo, Lewis 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...
All
European journal of operational research : EJOR 224 International journal of production research 66 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 International journal of production economics 45 Omega : the international journal of management science 42 Computational Management Science : CMS 29 Operations research 29 Operations research letters 28 INFORMS journal on computing : JOC 26 Transportation science : a journal of the Institute for Operations Research and the Management Sciences 21 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 20 Journal of the Operational Research Society 20 Computational Management Science 19 CIRRELT 18 Energy economics 17 Socio-economic planning sciences : the international journal of public sector decision-making 17 Computers & operations research : an international journal 16 Transportation research : an international journal 16 Mathematical Methods of Operations Research 15 Applied Energy 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 Operational research : an international journal 13 Management Science 12 Mathematics of operations research 12 International transactions in operational research : a journal of the International Federation of Operational Research Societies 11 TOP: An Official Journal of the Spanish Society of Statistics and Operations Research 11 Manufacturing & service operations management : M & SOM 9 Omega 9 Opsearch : journal of the Operational Research Society of India 9 Transportation Research Part E: Logistics and Transportation Review 9 Quantitative Finance 8 EURO journal on transportation and logistics 7 IMA journal of management mathematics 7
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Source
All
ECONIS (ZBW) 1,073 RePEc 352 EconStor 43 BASE 8 Other ZBW resources 5
Showing 1,441 - 1,450 of 1,481
Cover Image
Inference of statistical bounds for multistage stochastic programming problems
Shapiro, Alexander - In: Computational Statistics 58 (2003) 1, pp. 57-68
We discuss in this paper statistical inference of sample average approximations of multistage stochastic programming …
Persistent link: https://www.econbiz.de/10010847573
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A Remark On Empirical Estimates In Multistage Stochastic Programming
Kaňková, Vlasta - In: Bulletin of the Czech Econometric Society 9 (2002)
A multistage stochastic programming problem can be introduced either as the problem considered with respect to some …
Persistent link: https://www.econbiz.de/10008528835
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Stochastic programming in energy
Wallace, Stein W.; Fleten, Stein-Erik - EconWPA - 2002
energy investments or operations involve irreversible decisions, a stochastic programming approach is meaningful. Many of the …
Persistent link: https://www.econbiz.de/10005125661
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Analysis and comparisons of some solution concepts for stochastic programming problems
Caballero, R.; Cerda, E.; Muñoz, M.; Rey, L. - In: TOP: An Official Journal of the Spanish Society of … 10 (2002) 1, pp. 101-123
Persistent link: https://www.econbiz.de/10005755609
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Stochastic approximation, Momentum, and Nash play.
Berglann, Helge; Flåm, Sjur - Institutt for Økonomi, Universitetet i Bergen - 2002
Main objects here are normal-form games, featuring uncertainty and noncooperative players who entertain local visions, form local approximations, and hesitate in making large, swift adjustments. For the purpose of reaching Nash equilibrium, or learning such play, we advocate and illustrate an...
Persistent link: https://www.econbiz.de/10005800315
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Asymptotics of statistical estimates in stochastic programming problems with long-range dependent samples
Wang, Lihong - In: Mathematical Methods of Operations Research 55 (2002) 1, pp. 37-54
in stochastic programming problems, which has long range dependent samples. The asymptotic distribution and the …
Persistent link: https://www.econbiz.de/10010999577
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A bicriteria stochastic programming model for capacity expansion in telecommunications
Riis, Morten; Lodahl, Jørn - In: Mathematical Methods of Operations Research 56 (2002) 1, pp. 83-100
We consider capacity expansion of a telecommunications network in the face of uncertain future demand and potential future failures of network components. The problem is formulated as a bicriteria stochastic program with recourse in which the total cost of the capacity expansion and the...
Persistent link: https://www.econbiz.de/10010999937
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Cover Image
Asymptotics of statistical estimates in stochastic programming problems with long-range dependent samples
Wang, Lihong - In: Computational Statistics 55 (2002) 1, pp. 37-54
in stochastic programming problems, which has long range dependent samples. The asymptotic distribution and the …
Persistent link: https://www.econbiz.de/10010847531
Saved in:
Cover Image
A bicriteria stochastic programming model for capacity expansion in telecommunications
Riis, Morten; Lodahl, Jørn - In: Computational Statistics 56 (2002) 1, pp. 83-100
We consider capacity expansion of a telecommunications network in the face of uncertain future demand and potential future failures of network components. The problem is formulated as a bicriteria stochastic program with recourse in which the total cost of the capacity expansion and the...
Persistent link: https://www.econbiz.de/10010847939
Saved in:
Cover Image
Introducing uncertain learning in an energy system model: a pilot study using GENIE
Mattsson, Niclas - In: International Journal of Global Energy Issues 18 (2002) 2/3/4, pp. 253-265
initially available, but may be subsequently revealed and acted upon. Unlike most applications of stochastic programming with …
Persistent link: https://www.econbiz.de/10010669987
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