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Multi-horizon stochastic programming
Kaut, Michal; Midthun, Kjetil T.; Werner, Adrian S.; … - In: Computational Management Science : CMS 11 (2014) 1/2, pp. 179-193
Persistent link: https://www.econbiz.de/10010251203
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On variance reduction of mean-CVaR Monte Carlo estimators
Kozmík, Václav - In: Computational Management Science : CMS 12 (2015) 2, pp. 221-242
Persistent link: https://www.econbiz.de/10010513412
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Stochastic model for energy commercialisation of small hydro plants in the Brazilian energy market
Matos, Vitor L. de; Sierra, Mauro A. G.; Finardi, Erlon C. - In: Computational Management Science : CMS 12 (2015) 1, pp. 111-127
Persistent link: https://www.econbiz.de/10010481777
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Scenario tree reduction for multistage stochastic programs
Heitsch, Holger; Römisch, Werner - In: Computational Management Science : CMS 6 (2009) 2, pp. 117-133
Persistent link: https://www.econbiz.de/10003828684
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A stochastic programming approach for multi-period portfolio optimization
Geyer, Alois; Hanke, Michael; Weissensteiner, Alex - In: Computational Management Science : CMS 6 (2009) 2, pp. 187-208
Persistent link: https://www.econbiz.de/10003828694
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A discrete approach to designing optimal hedging-point control policies for production-inventory systems with general stochastic behavior
Khoury, B. N. - In: Computational Management Science : CMS 6 (2009) 4, pp. 399-409
Persistent link: https://www.econbiz.de/10003881958
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Comparatative studies on dynamic programming and integer programming approaches for concave cost production/inventory control problems
Konno, Hiroshi; Egawa, Takaaki; Yamamoto, Rei - In: Computational Management Science : CMS 6 (2009) 4, pp. 447-457
Persistent link: https://www.econbiz.de/10003881961
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Controlled approximation of the value function in stochastic dynamic programming for multi-reservoir systems
Zéphyr, Luckny; Lang, Pascal; Lamond, Bernhard F. - In: Computational Management Science : CMS 12 (2015) 4, pp. 539-557
Persistent link: https://www.econbiz.de/10011386268
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Stochastic programs with binary distributions : structural properties of scenario trees and algorithms
Prochazka, Vit; Wallace, Stein W. - In: Computational Management Science : CMS 15 (2018) 3/4, pp. 397-410
Persistent link: https://www.econbiz.de/10011922960
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Optimal insurance portfolio risk-adjusted performance through dynamic stochastic programming
Consigli, Giorgio; Moriggia, Vittorio; Vitali, Sebastiano; … - In: Computational Management Science : CMS 15 (2018) 3/4, pp. 599-632
Persistent link: https://www.econbiz.de/10011923011