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  • Search: subject:"scenario tree"
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Year of publication
Subject
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scenario tree 3 arbitrage 2 asset pricing 2 bid-ask intervals 2 combinatorial optimization 2 equivalent martingale measures 2 finite sample space 2 incomplete market 2 linear programming 2 options 2 Cross-docking 1 Evolutionary algorithm 1 Evolutionärer Algorithmus 1 GA 1 Operations Research 1 Operations research 1 Operations scheduling 1 Risiko 1 Risk 1 Scenario analysis 1 Scenario tree 1 Scheduling problem 1 Scheduling-Verfahren 1 Stochastic process 1 Stochastischer Prozess 1 Szenariotechnik 1 Theorie 1 Theory 1 Uncertainty 1 lot-sizing 1 mixing sets 1 totally unimodular matrices 1 totally unimodular matrices. 1
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Online availability
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Free 4 CC license 1
Type of publication
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Book / Working Paper 3 Article 1
Type of publication (narrower categories)
All
Article in journal 1 Aufsatz in Zeitschrift 1 Working Paper 1
Language
All
English 3 Undetermined 1
Author
All
Accorsi, Riccardo 1 Akkerman, Renzo 1 DI SUMMA, Marco 1 Flåm, Sjur 1 Flåm, Sjur Didrik 1 Gallo, Andrea 1 Manzini, Riccardo 1 WOLSEY, Laurence A. 1
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Institution
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Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain 1 Institutt for Økonomi, Universitetet i Bergen 1
Published in...
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CORE Discussion Papers 1 EURO journal on transportation and logistics 1 Working Paper 1 Working Papers in Economics 1
Source
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RePEc 2 ECONIS (ZBW) 1 EconStor 1
Showing 1 - 4 of 4
Cover Image
Scheduling cross-docking operations under uncertainty : a stochastic genetic algorithm based on scenarios tree
Gallo, Andrea; Accorsi, Riccardo; Akkerman, Renzo; … - In: EURO journal on transportation and logistics 11 (2022), pp. 1-15
A cross-docking terminal enables consolidating and sorting fast-moving products along supply chain networks and reduces warehousing costs and transportation efforts. The target efficiency of such logistic systems results from synchronizing the physical and information flows while scheduling...
Persistent link: https://www.econbiz.de/10013531924
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Cover Image
Option Pricing by Mathematical Programming
Flåm, Sjur - 2007
Financial options typically incorporate times of exercise. Alternatively, they embody set-up costs or indivisibilities. Such features lead to planning problems with integer decision variables. Provided the sample space be finite, it is shown here that integrality constraints can often be...
Persistent link: https://www.econbiz.de/10013208513
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Cover Image
Option pricing by mathematical programming
Flåm, Sjur Didrik - Institutt for Økonomi, Universitetet i Bergen - 2007
Financial options typically incorporate times of exercise. Alternatively, they embody set-up costs or indivisibilities. Such features lead to planning problems with integer decision variables. Provided the sample space be finite, it is shown here that integrality constraints can often be...
Persistent link: https://www.econbiz.de/10008876384
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Cover Image
Lot-sizing on a tree
DI SUMMA, Marco; WOLSEY, Laurence A. - Center for Operations Research and Econometrics (CORE), … - 2006
For the problem of lot-sizing on a tree with constant capacities, or stochastic log-sizing with a scenario tree, we …
Persistent link: https://www.econbiz.de/10005043575
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