Narrow search
Showing 1 - 10 of 134
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
A dynamic programming model of energy storage and transformer deployments to relieve distribution contraints
Xi, Xiaomin; Sioshansi, Ramteen - In: Computational Management Science : CMS 13 (2016) 1, pp. 119-146
Persistent link: https://www.econbiz.de/10011669243