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  • Search: subject:"Uncertainty Modeling"
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Year of publication
Subject
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Uncertainty modeling 108 Risiko 61 Risk 61 Theorie 57 Theory 57 Decision under uncertainty 35 Entscheidung unter Unsicherheit 35 Mathematical programming 34 Mathematische Optimierung 34 Stochastic process 23 Stochastischer Prozess 23 Risk management 17 Robust statistics 16 Robustes Verfahren 16 Multi-criteria analysis 15 Multikriterielle Entscheidungsanalyse 15 Portfolio selection 15 Supply chain 14 Lieferkette 13 Portfolio-Management 13 Risikomanagement 13 Simulation 13 uncertainty modeling 12 Decision 11 Entscheidung 11 Robust optimization 11 Stochastic programming 10 Decision analysis 9 Decision theory 8 Entscheidungstheorie 8 Multiple criteria analysis 8 Risk analysis 8 Risikomaß 7 Risk measure 7 Electric power industry 6 Electricity markets 6 Elektrizitätswirtschaft 6 Risikoaversion 6 Risk aversion 6 Sensitivity analysis 6
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Online availability
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Undetermined 90 Free 18 CC license 2
Type of publication
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Article 119 Book / Working Paper 12
Type of publication (narrower categories)
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Article in journal 78 Aufsatz in Zeitschrift 78 Working Paper 7 Arbeitspapier 5 Graue Literatur 5 Non-commercial literature 5 Forschungsbericht 3 Article 2 Collection of articles of several authors 1 Sammelwerk 1
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Language
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English 91 Undetermined 40
Author
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Bertsch, Valentin 8 Keles, Dogan 5 Kraft, Emil 5 Russo, Marianna 5 Qin, Zhongfeng 4 Baykal-Gürsoy, Melike 3 Ben Amor, Sarah 3 Cillo, Alessandra 3 Delquié, Philippe 3 Fichtner, Wolf 3 Li, Xiang 3 Martel, Jean-Marc 3 Mohammadi, M. 3 Postmus, Douwe 3 Schwarz, Hannes 3 Serra, Teresa 3 Tervonen, Tommi 3 Vahdani, Behnam 3 Ball, Daniel R. 2 Carnovale, Steven 2 Chambers, Robert G. 2 Chiang, Nai-Yuan 2 Dehbari, S. 2 Deshmukh, Abhijit 2 Duan, Zhe 2 Espinoza, Daniel 2 Garvey, Myles D. 2 Guo, Jiansheng 2 Guo, Liya 2 Han, X. 2 Huang, Shan 2 Jiang, C. 2 Kapadia, Nikunj 2 Kaymak, Uzay 2 Kotthoff, Lars 2 Lagos, Guido 2 Lienert, Judit 2 Lin, Yiqing 2 Long, Quan 2 Moreno, Eduardo 2
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Institution
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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 Tilburg University, Center for Economic Research 1
Published in...
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European journal of operational research : EJOR 53 European Journal of Operational Research 26 International transactions in operational research : a journal of the International Federation of Operational Research Societies 3 Working paper series in production and energy 3 Computers & operations research : and their applications to problems of world concern ; an international journal 2 Energy economics 2 Networks and spatial economics : a journal of infrastructure modeling and computation 2 OR spectrum : quantitative approaches in management 2 Operations Research Perspectives 2 Operations research perspectives 2 Transportation Research Part E: Logistics and Transportation Review 2 Transportation research / E : an international journal 2 Working Paper Series in Production and Energy 2 Applied Energy 1 Business & Information Systems Engineering 1 CIRJE discussion papers / F series 1 Central European journal of operations research : CEJOR ; official journal of the Austrian, Croatian, Czech, Hungarian, Slovakian and Slovenian OR Societies 1 Discussion Paper / Tilburg University, Center for Economic Research 1 ERIM Report Series Research in Management 1 Economic Modelling 1 Economic modelling 1 Energy 1 Fuzzy Economic Review 1 Fuzzy optimization and decision making : a journal of modeling and computation under uncertainty 1 INFOR : information systems and operational research 1 Insurance / Mathematics & economics 1 International Journal of Applied Geospatial Research (IJAGR) 1 International Journal of Fuzzy System Applications (IJFSA) 1 International Journal of Information Technology & Decision Making (IJITDM) 1 International journal of production economics 1 International transactions in operational research : ITOR ; a journal of the International Federation of Operational Research Societies (IFORS) 1 Journal of retailing and consumer services 1 Journal of scheduling 1 Networks and Spatial Economics 1 Renewable and Sustainable Energy Reviews 1 Research Paper / 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 Springer Texts in Business and Economics 1 Springer eBook Collection 1 SpringerLink / Bücher 1 Statistical Methods and Applications 1
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Source
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ECONIS (ZBW) 85 RePEc 40 EconStor 4 Other ZBW resources 2
Showing 1 - 10 of 131
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The impact of ambiguity on dynamic portfolio selection in the epsilon-contaminated binomial market model
Petturiti, Davide; Vantaggi, Barbara - In: European journal of operational research : EJOR 314 (2024) 3, pp. 1029-1039
Persistent link: https://www.econbiz.de/10014456933
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How power structure and markup schemes impact supply chain channel efficiency under price-dependent stochastic demand
Lee, Eunji; Minner, Stefan - In: European journal of operational research : EJOR 318 (2024) 1, pp. 297-309
Persistent link: https://www.econbiz.de/10015047728
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On modeling ambiguity through entropy
Aggarwal, Manish; Hanmandlu, Madasu - In: International transactions in operational research : a … 30 (2023) 3, pp. 1407-1426
Persistent link: https://www.econbiz.de/10013473126
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Comparing an expected value with a multistage stochastic optimization approach for the case of wine grape harvesting operations with quality degradation
Avanzini, Elbio L.; Mac Cawley, Alejandro; Vera, Jorge; … - In: International transactions in operational research : a … 30 (2023) 4, pp. 1843-1873
Persistent link: https://www.econbiz.de/10014258967
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On strategic customers with correlated utility attributes : effects and information benefits
İşlier, Zeynep Gökçe; Güllü, Refik - In: European journal of operational research : EJOR 313 (2024) 1, pp. 258-269
Persistent link: https://www.econbiz.de/10014456557
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A study of distributionally robust mixed-integer programming with Wasserstein metric : on the value of incomplete data
Ketkov, Sergey S. - In: European journal of operational research : EJOR 313 (2024) 2, pp. 602-615
Persistent link: https://www.econbiz.de/10014456604
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Worst-case Conditional Value at Risk for asset liability management : a framework for general loss functions
Ghahtarani, Alireza; Saif, Ahmed; Ghasemi, Alireza - In: European journal of operational research : EJOR 318 (2024) 2, pp. 500-519
Persistent link: https://www.econbiz.de/10015047959
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Short-term risk management for electricity retailers under rising shares of decentralized solar generation
Russo, Marianna; Kraft, Emil; Bertsch, Valentin; Keles, … - 2021
Electricity retailers face increasing uncertainty due to the ongoing expansion of unpredictable, distributed generation in the residential sector. We analyze how increasing levels of households' solar PV self-generation affect the short-term decisionmaking and associated risk exposure of...
Persistent link: https://www.econbiz.de/10012587557
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Integrated planning of downstream petroleum supply chain: A multi-objective stochastic approach
Pudasaini, Pramesh - In: Operations Research Perspectives 8 (2021), pp. 1-15
In studying petroleum supply chain networks, past studies have largely segregated three critical decision-making aspects: integrated planning, uncertainties, and multi-objective setting. This study focuses on consolidating these aspects and proposes a stochastic, multi-objective, mixed-integer...
Persistent link: https://www.econbiz.de/10012662837
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Stochastic optimization of trading strategies in sequential electricity markets
Kraft, Emil; Russo, Marianna; Keles, Dogan; Bertsch, … - 2021
Quantity and price risks determine key uncertainties market participants face in electricity markets with increased volatility, for instance due to high shares of renewables. In the time from day-ahead until real-time, there lies a large variation in best available information, such as between...
Persistent link: https://www.econbiz.de/10012581307
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