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INFORMS journal on computing : JOC
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643
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282
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ECONIS (ZBW)
82
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1
Optimal withdrawal strategies in GLWB variable annuities
Bacinello, Anna Rita
;
Maggistro, Rosario
;
Zoccolan, Ivan
-
2022
Persistent link: https://www.econbiz.de/10013341541
Saved in:
2
An efficient Monte Carlo based approach for the simulation of future annuity values
Bacinello, Anna Rita
;
Millossovich, Pietro
;
Viviano, Fabio
-
2021
Persistent link: https://www.econbiz.de/10012615282
Saved in:
3
Logic-based benders decomposition and binary decision diagram based approaches for stochastic distributed operating room scheduling
Guo, Cheng
;
Bodur, Merve
;
Aleman, Dionne M.
;
Urbach, …
- In:
INFORMS journal on computing : JOC
33
(
2021
)
4
,
pp. 1551-1569
Persistent link: https://www.econbiz.de/10012796948
Saved in:
4
Bilevel integer programs with stochastic right-hand sides
Zhang, Junlong
;
Özaltın, Osman Y.
- In:
INFORMS journal on computing : JOC
33
(
2021
)
4
,
pp. 1644-1660
Persistent link: https://www.econbiz.de/10012796959
Saved in:
5
A learning-based matheuristic for stochastic multicommodity network design
Sarayloo, Fatemeh
;
Crainic, Teodor Gabriel
;
Rei, Walter
- In:
INFORMS journal on computing : JOC
33
(
2021
)
2
,
pp. 643-656
Persistent link: https://www.econbiz.de/10012546147
Saved in:
6
Reducing simulation input-model risk via input model averaging
Nelson, Barry L.
;
Wan, Alan T. K.
;
Zou, Guohua
;
Zhang, …
- In:
INFORMS journal on computing : JOC
33
(
2021
)
2
,
pp. 672-684
Persistent link: https://www.econbiz.de/10012546154
Saved in:
7
Monge properties, optimal greedy policies, and policy improvement for the dynamic stochastic transportation problem
Estes, Alexander S.
;
Ball, Michael O.
- In:
INFORMS journal on computing : JOC
33
(
2021
)
2
,
pp. 785-807
Persistent link: https://www.econbiz.de/10012546229
Saved in:
8
A multistage stochastic programming approach to the optimal surveillance and control of the emerald ash borer in cities
Kıbış, Eyyüb Y.
;
Haight, Robert G.
;
Najmaddin, Akhundov
- In:
INFORMS journal on computing : JOC
33
(
2021
)
2
,
pp. 808-834
Persistent link: https://www.econbiz.de/10012546238
Saved in:
9
Multicomponent maintenance optimization : a stochastic programming approach
Zhu, Zhicheng
;
Xiang, Yisha
;
Zeng, Bo
- In:
INFORMS journal on computing : JOC
33
(
2021
)
3
,
pp. 898-914
Persistent link: https://www.econbiz.de/10012628772
Saved in:
10
The risk-averse static stochastic knapsack problem
Merzifonluoglu, Yasemin
;
Geunes, Joseph
- In:
INFORMS journal on computing : JOC
33
(
2021
)
3
,
pp. 931-948
Persistent link: https://www.econbiz.de/10012628776
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11
A framework for solving chance-constrained linear matrix inequality programs
Karimi, Roya
;
Cheng, Jianqiang
;
Lejeune, Miguel A.
- In:
INFORMS journal on computing : JOC
33
(
2021
)
3
,
pp. 1015-1036
Persistent link: https://www.econbiz.de/10012631641
Saved in:
12
SDDP.jl : a Julia package for stochastic dual dynamic programming
Dowson, Oscar
;
Kapelevich, Lea
- In:
INFORMS journal on computing : JOC
33
(
2021
)
1
,
pp. 27-33
Persistent link: https://www.econbiz.de/10012496342
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13
Stochastic decomposition for two-stage stochastic linear programs with random cost coefficients
Gangammanavar, Harsha
;
Liu, Yifan
;
Sen, Suvrajeet
- In:
INFORMS journal on computing : JOC
33
(
2021
)
1
,
pp. 51-71
Persistent link: https://www.econbiz.de/10012496353
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14
A computational approach to first passage problems of reflected hyperexponential jump diffusion processes
Cai, Ning
;
Yang, Xuewei
- In:
INFORMS journal on computing : JOC
33
(
2021
)
1
,
pp. 216-229
Persistent link: https://www.econbiz.de/10012496376
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15
Multistage stochastic power generation scheduling co-optimizing energy and ancillary services
Huang, Jianqiu
;
Pan, Kai
;
Guan, Yongpei
- In:
INFORMS journal on computing : JOC
33
(
2021
)
1
,
pp. 352-369
Persistent link: https://www.econbiz.de/10012496425
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16
Mitigating information asymmetry in liver allocation
Nemati, Sepehr
;
Icten, Zeynep G.
;
Maillart, Lisa M.
; …
- In:
INFORMS journal on computing : JOC
32
(
2020
)
2
,
pp. 234-248
Persistent link: https://www.econbiz.de/10012242668
Saved in:
17
Successive quadratic upper-bounding for discrete mean-risk minimization and network interdiction
Atamtürk, Alper
;
Deck, Carlos
;
Jeon, Hyemin
- In:
INFORMS journal on computing : JOC
32
(
2020
)
2
,
pp. 346-355
Persistent link: https://www.econbiz.de/10012242762
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18
On the variance of single-run unbiased stochastic derivative estimators
Cui, Zhenyu
;
Fu, Michael
;
Hu, Jian-Qiang
;
Liu, Yanchu
; …
- In:
INFORMS journal on computing : JOC
32
(
2020
)
2
,
pp. 390-407
Persistent link: https://www.econbiz.de/10012242769
Saved in:
19
Optimization-driven scenario grouping
Ryan, Kevin
;
Ahmed, Shabbir
;
Dey, Santanu S.
;
Rajan, Deepak
- In:
INFORMS journal on computing : JOC
32
(
2020
)
3
,
pp. 805-821
Persistent link: https://www.econbiz.de/10012294739
Saved in:
20
Sampling scenario set partition dual bounds for multistage stochastic programs
Bakir, Ilke
;
Boland, Natashia
;
Dandurand, Brian
;
Erera, Alan
- In:
INFORMS journal on computing : JOC
32
(
2020
)
1
,
pp. 145-163
Persistent link: https://www.econbiz.de/10012182997
Saved in:
21
Provably near-optimal approximation schemes for implicit stochastic and sample-based dynamic programs
Halman, Nir
- In:
INFORMS journal on computing : JOC
32
(
2020
)
4
,
pp. 1157-1181
Persistent link: https://www.econbiz.de/10012390216
Saved in:
22
An asymptotically optimal set approach for simulation optimization
Hu, Liujia
;
Sigrún Andradóttir
- In:
INFORMS journal on computing : JOC
31
(
2019
)
1
,
pp. 21-39
Persistent link: https://www.econbiz.de/10011999041
Saved in:
23
Stochastic network design for planning scheduled transportation services : the value of deterministic solutions
Wang, Xin
;
Crainic, Teodor Gabriel
;
Wallace, Stein W.
- In:
INFORMS journal on computing : JOC
31
(
2019
)
1
,
pp. 153-170
Persistent link: https://www.econbiz.de/10011999050
Saved in:
24
Solving large batches of linear programs
Lee, Ilbin
;
Curry, Stewart
;
Serban, Nicoleta
- In:
INFORMS journal on computing : JOC
31
(
2019
)
2
,
pp. 302-317
Persistent link: https://www.econbiz.de/10012036782
Saved in:
25
In memoriam: Shabbir Ahmed (1969-2019)
Smith, J. Cole
- In:
INFORMS journal on computing : JOC
31
(
2019
)
4
,
pp. 633-635
Persistent link: https://www.econbiz.de/10012125718
Saved in:
26
Vehicle routing with space- and time-correlated stochastic travel times : evaluating the objective function
Guo, Zhaoxia
;
Wallace, Stein W.
;
Kaut, Michal
- In:
INFORMS journal on computing : JOC
31
(
2019
)
4
,
pp. 654-670
Persistent link: https://www.econbiz.de/10012125725
Saved in:
27
Scenario generation for single-period portfolio selection problems with tail risk measures : coping with high dimensions and integer variables
Fairbrother, Jamie
;
Turner, Amanda
;
Wallace, Stein W.
- In:
INFORMS journal on computing : JOC
30
(
2018
)
3
,
pp. 472-491
Persistent link: https://www.econbiz.de/10011948065
Saved in:
28
Risk averse shortest paths : a computational study
Chicoisne, Renaud
;
Ordóñez, Fernando
;
Espinoza, Daniel
- In:
INFORMS journal on computing : JOC
30
(
2018
)
3
,
pp. 539-553
Persistent link: https://www.econbiz.de/10011948091
Saved in:
29
Adaptive partition-based level decomposition methods for solving two-stage stochastic programs with fixed recourse
Ackooij, Wim van
;
Oliveira, Welington de
;
Song, Yongjia
- In:
INFORMS journal on computing : JOC
30
(
2018
)
1
,
pp. 57-70
Persistent link: https://www.econbiz.de/10011848136
Saved in:
30
A rare-event simulation algorithm for periodic single-server queues
Ma, Ni
;
Whitt, Ward
- In:
INFORMS journal on computing : JOC
30
(
2018
)
1
,
pp. 71-89
Persistent link: https://www.econbiz.de/10011848141
Saved in:
31
Parallel scenario decomposition of risk-averse 0-1 stochastic programs
Deng, Yan
;
Ahmed, Shabbir
;
Shen, Siqian
- In:
INFORMS journal on computing : JOC
30
(
2018
)
1
,
pp. 90-105
Persistent link: https://www.econbiz.de/10011848149
Saved in:
32
Benchmarking a scalable approximate dynamic programming algorithm for stochastic control of grid-level energy storage
Salas, Daniel F.
;
Powell, Warren B.
- In:
INFORMS journal on computing : JOC
30
(
2018
)
1
,
pp. 106-123
Persistent link: https://www.econbiz.de/10011848153
Saved in:
33
Gradient-based adaptive stochastic search for simulation optimization over continuous space
Zhou, Enlu
;
Bhatnagar, Shalabh
- In:
INFORMS journal on computing : JOC
30
(
2018
)
1
,
pp. 154-167
Persistent link: https://www.econbiz.de/10011848223
Saved in:
34
A data-driven model of an appointment-generated arrival process at an outpatient clinic
Kim, Song-Hee
;
Whitt, Ward
;
Cha, Won Chul
- In:
INFORMS journal on computing : JOC
30
(
2018
)
1
,
pp. 181-199
Persistent link: https://www.econbiz.de/10011848229
Saved in:
35
Some monotonicity results for stochastic kriging metamodels in sequential settings
Wang, Bing
;
Hu, Jiaqiao
- In:
INFORMS journal on computing : JOC
30
(
2018
)
2
,
pp. 278-294
Persistent link: https://www.econbiz.de/10011878271
Saved in:
36
Partially adaptive stochastic optimization for electric power generation expansion planning
Zou, Jikai
;
Ahmed, Shabbir
;
Sun, Xu Andy
- In:
INFORMS journal on computing : JOC
30
(
2018
)
2
,
pp. 388-401
Persistent link: https://www.econbiz.de/10011878359
Saved in:
37
An extended mixed-integer programming formulation and dynamic cut generation approach for the stochastic lot-sizing problem
Tunc, Huseyin
;
Kilic, Onur A.
;
Tarim, S. Armagan
; …
- In:
INFORMS journal on computing : JOC
30
(
2018
)
3
,
pp. 492-506
Persistent link: https://www.econbiz.de/10011948066
Saved in:
38
Assessing the quality of convex approximations for two-stage totally unimodular integer recourse models
Romeijnders, Ward
;
Morton, David P.
;
Vlerk, Maarten H. …
- In:
INFORMS journal on computing : JOC
29
(
2017
)
2
,
pp. 211-231
Persistent link: https://www.econbiz.de/10011691142
Saved in:
39
Parallel nonstationary direct policy search for risk-averse stochastic optimization
Moazeni, Somayeh
;
Powell, Warren B.
;
Defourny, Boris
; …
- In:
INFORMS journal on computing : JOC
29
(
2017
)
2
,
pp. 332-349
Persistent link: https://www.econbiz.de/10011691216
Saved in:
40
A distributed interior-point KKT solver for multistage stochastic optimization
Hübner, Jens
;
Schmidt, Martin
;
Steinbach, Marc C.
- In:
INFORMS journal on computing : JOC
29
(
2017
)
4
,
pp. 612-630
Persistent link: https://www.econbiz.de/10011772414
Saved in:
41
Fast approximation methods for online scheduling of outpatient procedure centers
Berg, Bjorn P.
;
Denton, Brian T.
- In:
INFORMS journal on computing : JOC
29
(
2017
)
4
,
pp. 631-644
Persistent link: https://www.econbiz.de/10011772415
Saved in:
42
Approximations for the queue length distributions of time-varying many-server queues
Pender, Jamol
;
Ko, Young Myoung
- In:
INFORMS journal on computing : JOC
29
(
2017
)
4
,
pp. 688-704
Persistent link: https://www.econbiz.de/10011772449
Saved in:
43
Multilevel optimization modeling for risk-averse stochastic programming
Eckstein, Jonathan
;
Eskandani, Deniz
;
Fan, Jingnan
- In:
INFORMS journal on computing : JOC
28
(
2016
)
1
,
pp. 112-128
Persistent link: https://www.econbiz.de/10011453805
Saved in:
44
Importance sampling for option Greeks with discontinuous payoffs
Tong, Shaolong
;
Liu, Guangwu
- In:
INFORMS journal on computing : JOC
28
(
2016
)
2
,
pp. 223-235
Persistent link: https://www.econbiz.de/10011489268
Saved in:
45
Sequential bounding methods for two-stage stochastic programs
Gose, Alexander H.
;
Denton, Brian T.
- In:
INFORMS journal on computing : JOC
28
(
2016
)
2
,
pp. 351-369
Persistent link: https://www.econbiz.de/10011489368
Saved in:
46
Decomposition algorithms for risk-averse multistage stochastic programs with application to water allocation under uncertainty
Zhang, Weini
;
Rahimian, Hamed
;
Bayraksan, Güzin
- In:
INFORMS journal on computing : JOC
28
(
2016
)
3
,
pp. 385-404
Persistent link: https://www.econbiz.de/10011538952
Saved in:
47
Modeling and optimization of a spatial detection system
Lu, Fang
;
Hasenbein, John J.
;
Morton, David P.
- In:
INFORMS journal on computing : JOC
28
(
2016
)
3
,
pp. 512-526
Persistent link: https://www.econbiz.de/10011539006
Saved in:
48
Efficient VaR and CSaR measurement via stochastic kriging
Chen, Xi
;
Kim, Kyoung-Kuk
- In:
INFORMS journal on computing : JOC
28
(
2016
)
4
,
pp. 629-644
Persistent link: https://www.econbiz.de/10011617535
Saved in:
49
A progressive hedging approach for surgery planning under uncertainty
Gul, Serhat
;
Denton, Brian T.
;
Fowler, John W.
- In:
INFORMS journal on computing : JOC
27
(
2015
)
4
,
pp. 755-772
Persistent link: https://www.econbiz.de/10011422725
Saved in:
50
Solving hierarchical stochastic programs : application to the maritime fleet renewal problem
Pantuso, Giovanni
;
Fagerholt, Kjetil
;
Wallace, Stein W.
- In:
INFORMS journal on computing : JOC
27
(
2015
)
1
,
pp. 89-102
Persistent link: https://www.econbiz.de/10010505084
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