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  • Search: subject:"Uncertainty modeling"
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Year of publication
Subject
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Uncertainty modeling 10 Risiko 8 Risk 8 Theorie 7 Theory 7 Stochastic process 6 Stochastischer Prozess 6 uncertainty modeling 6 Mathematical programming 5 Mathematische Optimierung 5 Supply chain 4 Electricity markets 3 Lieferkette 3 OR in energy 3 Portfolio selection 3 Portfolio-Management 3 stochastic programming 3 Decision under uncertainty 2 Discrete event simulation 2 Dynamic programming 2 Dynamische Optimierung 2 Electric power industry 2 Elektrizitätswirtschaft 2 Energiemarkt 2 Energy market 2 Entscheidung unter Unsicherheit 2 Erwartungsnutzen 2 Expected utility 2 Integrated planning 2 L-leap 2 Multi-objective optimization 2 Multilevel Monte Carlo 2 Multimodal transportation 2 Petroleum supply chain 2 Retailer uncertainty modeling 2 Risikoaversion 2 Risk analysis 2 Risk aversion 2 Riskmanagement 2 Simulation 2
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Online availability
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Free 18 CC license 2
Type of publication
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Book / Working Paper 10 Article 8
Type of publication (narrower categories)
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Working Paper 7 Article in journal 6 Aufsatz in Zeitschrift 6 Arbeitspapier 5 Graue Literatur 5 Non-commercial literature 5 Forschungsbericht 3 Article 2
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Language
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English 15 Undetermined 3
Author
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Bertsch, Valentin 5 Keles, Dogan 3 Kraft, Emil 3 Russo, Marianna 3 Chiang, Nai-Yuan 2 Fichtner, Wolf 2 Kaymak, Uzay 2 Kotthoff, Lars 2 Lin, Yiqing 2 Long, Quan 2 Pudasaini, Pramesh 2 Schwarz, Hannes 2 Aggarwal, Manish 1 Avanzini, Elbio L. 1 Boer-Sorban, Boer-Sorban, K. 1 Boer-Sorban, K. 1 Bruin, A. de 1 Cillo, Alessandra 1 Delquié, Philippe 1 Hanmandlu, Madasu 1 Hoos, Holger 1 Hoos, Holger H. 1 Kleijnen, Jack P.C. 1 Lee, Eunji 1 Mac Cawley, Alejandro 1 Maturana, Sergio 1 Minner, Stefan 1 Petturiti, Davide 1 Pierreval, H. 1 Saito, Taiga 1 Takahashi, Akihiko 1 Vantaggi, Barbara 1 Vera, Jorge 1 Zhang, J. 1 de Bruin, de Bruin, A. 1
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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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Working paper series in production and energy 3 European journal of operational research : EJOR 2 International transactions in operational research : a journal of the International Federation of Operational Research Societies 2 Operations Research Perspectives 2 Operations research perspectives 2 Working Paper Series in Production and Energy 2 CIRJE discussion papers / F series 1 Discussion Paper / Tilburg University, Center for Economic Research 1 ERIM Report Series Research in Management 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 Working papers / Innocenzo Gasparini Institute for Economic Research 1
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Source
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ECONIS (ZBW) 11 EconStor 4 RePEc 3
Showing 1 - 10 of 18
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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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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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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/10012581308
Saved in:
Cover Image
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/10012596598
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Efficient propagation of uncertainties in manufacturing supply chains: Time buckets, L-leap, and multilevel Monte Carlo methods
Chiang, Nai-Yuan; Lin, Yiqing; Long, Quan - In: Operations Research Perspectives 7 (2020), pp. 1-15
Uncertainty propagation of large-scale discrete supply chains can be prohibitive when numerous events occur during the simulated period and when discrete-event simulations (DES) are costly. We present a time-bucket method to approximate and accelerate the DES of supply chains. Its stochastic...
Persistent link: https://www.econbiz.de/10012662806
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