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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
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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
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On the approximate linear programming approach for network revenue management problems
Tong, Chaoxu; Topaloğlu, Hüseyin - In: INFORMS journal on computing : JOC 26 (2014) 1, pp. 121-134
Persistent link: https://www.econbiz.de/10010344148
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Optimal hour-ahead bidding in the real-time electricity market with battery storage using approximate dynamic programming
Jiang, Daniel R.; Powell, Warren B. - In: INFORMS journal on computing : JOC 27 (2015) 3, pp. 525-543
Persistent link: https://www.econbiz.de/10011387573
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Simulation-based approximate policy iteration with generalized logistic functions
Sauré, Antoine; Patrick, Jonathan; Puterman, Martin L. - In: INFORMS journal on computing : JOC 27 (2015) 3, pp. 579-595
Persistent link: https://www.econbiz.de/10011387612
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Approximate dynamic programming for military medical evacuation dispatching policies
Jenkins, Phillip R.; Robbins, Matthew J.; Lunday, Brian J. - In: INFORMS journal on computing : JOC 33 (2021) 1, pp. 2-26
Persistent link: https://www.econbiz.de/10012496339
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Transient-state natural gas transmission in gunbarrel pipeline networks
Zhang, Shixuan; Liu, Sheng; Deng, Tianhu; Shen, Zuo-Jun - In: INFORMS journal on computing : JOC 32 (2020) 3, pp. 697-713
Persistent link: https://www.econbiz.de/10012294718
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Spare parts inventory management with substitution-dependent reliability
Khademi, Amin; Eksioglu, Burak - In: INFORMS journal on computing : JOC 30 (2018) 3, pp. 507-521
Persistent link: https://www.econbiz.de/10011948067
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Robust modified policy iteration
Kaufman, David L.; Schaefer, Andrew J. - In: INFORMS journal on computing : JOC 25 (2013) 3, pp. 396-410
Persistent link: https://www.econbiz.de/10009784076
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A dynamic programming heuristic for the quadratic knapsack problem
Fomeni, Franklin Djeumou; Letchford, Adam N. - In: INFORMS journal on computing : JOC 26 (2014) 1, pp. 173-182
Persistent link: https://www.econbiz.de/10010344107