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  • Search: subject:"Stochastic programming"
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Year of publication
Subject
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Stochastischer Prozess 803 Stochastic process 801 Mathematische Optimierung 792 Mathematical programming 790 Stochastic programming 717 Theorie 704 Theory 701 stochastic programming 308 Supply chain 192 Lieferkette 190 Dynamic programming 156 Dynamische Optimierung 151 Risk 135 Risiko 130 Portfolio selection 117 Portfolio-Management 115 Scheduling problem 114 Scheduling-Verfahren 114 Risk management 112 Risikomanagement 97 Tourenplanung 95 Vehicle routing problem 95 Integer programming 82 Decomposition method 79 Dekompositionsverfahren 75 Ganzzahlige Optimierung 75 Two-stage stochastic programming 71 Risikomaß 68 Risk measure 67 Algorithm 66 Algorithmus 66 Logistics 61 Logistik 59 Humanitarian aid 58 Humanitäre Hilfe 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 232 CC license 14
Type of publication
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Article 1,266 Book / Working Paper 135
Type of publication (narrower categories)
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Article in journal 933 Aufsatz in Zeitschrift 933 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 1,064 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 217 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) 1,001 RePEc 352 EconStor 35 BASE 8 Other ZBW resources 5
Showing 891 - 900 of 1,401
Cover Image
Scenario-based model predictive control for multi-echelon supply chain management
Schildbach, Georg; Morari, Manfred - In: European journal of operational research : EJOR 252 (2016) 2, pp. 540-549
Persistent link: https://www.econbiz.de/10011457711
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A framework for crude oil scheduling in an integrated terminal-refinery system under supply uncertainty
Oliveira, Fabricio; Nunes, Paulo Maçãs; Blajberg, R.; … - In: European journal of operational research : EJOR 252 (2016) 2, pp. 635-645
Persistent link: https://www.econbiz.de/10011457764
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Incorporating Regional Rice Production Models in a Simulation Model of Rice Importation: a Discrete Stochastic Programming Approach
Guzman, Rosalina G. de; Mina, Christian D.; Crean, Jason; … - Philippine Institute for Development Studies (PIDS), … - 2010
Simulation (RIS) model, which was developed using a Discrete Stochastic Programming (DSP) modeling approach. The RIS model, which …
Persistent link: https://www.econbiz.de/10011184874
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Non-parametric liquidity-adjusted VaR model: a stochastic programming approach
Fragnière, Emmanuel; Gondzio, Jacek; Tuchschmid, Nils; … - In: Journal of Financial Transformation 28 (2010), pp. 109-116
This paper proposes a Stochastic Programming (SP) approach for the calculation of the liquidity-adjusted Value … 2000). In this research, a two-stage stochastic programming model is developed with the intention of deriving the optimal … employed in stochastic programming. Consequently, the SP LVaR presented in this paper can be considered as a non …
Persistent link: https://www.econbiz.de/10008487635
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Incorporating Regional Rice Production Models in a Simulation Model of Rice Importation: a Discrete Stochastic Programming Approach
Guzman, Rosalina G. de; Mina, Christian D.; Crean, Jason; … - Philippine Institute for Development Studies (PIDS), … - 2010
Simulation (RIS) model, which was developed using a Discrete Stochastic Programming (DSP) modeling approach. The RIS model, which …
Persistent link: https://www.econbiz.de/10009653040
Saved in:
Cover Image
An evaluation of the economic impact of Climate Change through a three-stages Discrete Stochastic Programming model
Cortignani, Raffaele; Dono, Gabriele; Doro, Luca; … - European Association of Agricultural Economists - EAAE - 2010
, and to the associated uncertainty. For this reason, a classical two-stage stochastic programming model was extend into a …
Persistent link: https://www.econbiz.de/10009201389
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Multistage Stochastic Portfolio Optimisation in Deregulated Electricity Markets Using Linear Decision Rules
Rocha, Paula; Kuhn, Daniel - COMISEF - 2010
The deregulation of electricity markets increases the financial risk faced by retailers who procure electric energy on the spot market to meet their customers’ electricity demand. To hedge against this exposure, retailers often hold a portfolio of electricity derivative contracts. In this...
Persistent link: https://www.econbiz.de/10008560252
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Incorporating Regional Rice Production Models in Rice Importation Simulation Model: a Stochastic Programming Approach
de Guzman, Rosalina G.; Mina, Christian D.; Crean, Jason; … - 2009
Simulation (RIS) model, which was developed using a Discrete Stochastic Programming (DSP) modelling approach. The RIS model …
Persistent link: https://www.econbiz.de/10011421161
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التركيب المحصولى المصرى فى ظل المخاطرة والمتغيرات المحلية والدولية
El-Shazly, Fawzy A.; Mansour, Mahmoud E. E.; Ahmed, Mousa A. - Volkswirtschaftliche Fakultät, … - 2009
Stochastic Programming – (TSSP-RIO-MOTAD). In addition to the various scenarios cited above with their respective major objective …
Persistent link: https://www.econbiz.de/10011259635
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Cover Image
Incorporating Regional Rice Production Models in Rice Importation Simulation Model: a Stochastic Programming Approach
Guzman, Rosalina G. de; Mina, Christian D.; Crean, Jason; … - Philippine Institute for Development Studies (PIDS), … - 2009
Simulation (RIS) model, which was developed using a Discrete Stochastic Programming (DSP) modelling approach. The RIS model …
Persistent link: https://www.econbiz.de/10008557000
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