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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 911 - 920 of 1,401
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A two-stage stochastic programming approach to employee scheduling in retail outlets with uncertain demand
Parisio, Alessandra; Neil Jones, Colin - In: Omega 53 (2015) C, pp. 97-103
This paper describes an employee scheduling system for retail outlets; it is a constraint-based system that exploits forecasts and stochastic techniques to generate schedules meeting the demand for sales personnel. Uncertain scenarios due to fluctuating demand are taken into account to develop a...
Persistent link: https://www.econbiz.de/10011209183
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Adding flexibility in a natural gas transportation network using interruptible transportation services
Fodstad, Marte; Midthun, Kjetil T.; Tomasgard, Asgeir - In: European Journal of Operational Research 243 (2015) 2, pp. 647-657
We present a modeling framework for analyzing if the use of interruptible transportation services can improve capacity utilization in a natural gas transportation network. The network consists of two decision makers: the transmission system operator (TSO) and a shipper of natural gas. The TSO is...
Persistent link: https://www.econbiz.de/10011209405
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Incentive-based demand response programs designed by asset-light retail electricity providers for the day-ahead market
Ghazvini, Fotouhi; Ali, Mohammad; Faria, Pedro; Ramos, … - In: Energy 82 (2015) C, pp. 786-799
-stage stochastic programming problem is formulated. It aims to establish the financial incentive-based DR programs and the optimal …
Persistent link: https://www.econbiz.de/10011209454
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Supply planning for processors of agricultural raw materials
Wiedenmann, Susanne; Geldermann, Jutta - In: European Journal of Operational Research 242 (2015) 2, pp. 606-619
Material use of agricultural raw materials as renewable resources is gaining increasing importance in industrial production. Seasonal availability as well as variations in raw material quantity and quality and of market prices need to be considered in supply planning. This research depicts the...
Persistent link: https://www.econbiz.de/10011190745
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Optimal savings management for individuals with defined contribution pension plans
Konicz, Agnieszka Karolina; Mulvey, John M. - In: European Journal of Operational Research 243 (2015) 1, pp. 233-247
optimization approaches: stochastic optimal control and multi-stage stochastic programming. The first method is common in financial …
Persistent link: https://www.econbiz.de/10011190812
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Planning operations before market launch for balancing time-to-market and risks in pharmaceutical supply chains
Hansen, Klaus Reinholdt Nyhuus; Grunow, Martin - In: International Journal of Production Economics 161 (2015) C, pp. 129-139
Shorter product life cycles and the resulting increase in new product introductions boost the importance of product launch operations. In the pharmaceutical sector, product launch operations are of particular importance, as companies seek to reduce time-to-market to better exploit patent...
Persistent link: https://www.econbiz.de/10011193801
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Bi-objective single machine scheduling problem with stochastic processing times
Salmasnia, Ali; Khatami, Mostafa; Kazemzadeh, Reza; … - In: TOP: An Official Journal of the Spanish Society of … 23 (2015) 1, pp. 275-297
problem, based on goal programming and a stochastic programming model named E-model. The proposed model not only obtains …
Persistent link: https://www.econbiz.de/10011241037
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Multi-period forecasting and scenario generation with limited data
Rios, Ignacio; Wets, Roger; Woodruff, David - In: Computational Management Science 12 (2015) 2, pp. 267-295
<Para ID="Par1">Data for optimization problems often comes from (deterministic) forecasts, but it is naïve to consider a forecast as the only future possibility. A more sophisticated approach uses data to generate alternative future scenarios, each with an attached probability. The basic idea is to estimate...</para>
Persistent link: https://www.econbiz.de/10011241044
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An algorithm for moment-matching scenario generation with application to financial portfolio optimisation
Ponomareva, K.; Roman, D.; Date, P. - In: European Journal of Operational Research 240 (2015) 3, pp. 678-687
We present an algorithm for moment-matching scenario generation. This method produces scenarios and corresponding probability weights that match exactly the given mean, the covariance matrix, the average of the marginal skewness and the average of the marginal kurtosis of each individual...
Persistent link: https://www.econbiz.de/10010939780
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Stochastic model for energy commercialisation of small hydro plants in the Brazilian energy market
Matos, Vitor; Sierra, Mauro; Finardi, Erlon; Decker, Brigida - In: Computational Management Science 12 (2015) 1, pp. 111-127
multi-stage linear stochastic programming model, where the stochastic variables are the energy future prices, the system …
Persistent link: https://www.econbiz.de/10011151410
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