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Multi-horizon stochastic progr...
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Stochastic programming
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Operations research letters
European journal of operational research : EJOR
185
International journal of production research
47
Computers & operations research : and their applications to problems of world concern ; an international journal
45
European Journal of Operational Research
42
Omega : the international journal of management science
35
International journal of production economics
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INFORMS journal on computing : JOC
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Operations research
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Renewable and Sustainable Energy Reviews
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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
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Journal of the Operational Research Society
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Energy Policy
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Transportation science : a journal of the Institute for Operations Research and the Management Sciences
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Energy economics
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Mathematical Methods of Operations Research
14
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Computational Optimization and Applications
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CIRRELT
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International Journal of Global Energy Issues
10
International Journal of Production Economics
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TOP: An Official Journal of the Spanish Society of Statistics and Operations Research
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Mathematics of operations research
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Socio-economic planning sciences : the international journal of public sector decision-making
9
Computers & operations research : an international journal
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International Journal of Energy Economics and Policy : IJEEP
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Opsearch : journal of the Operational Research Society of India
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Manufacturing & Service Operations Management
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OR spectrum : quantitative approaches in management
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Transportation Research Part E: Logistics and Transportation Review
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EURO journal on transportation and logistics
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1
Partially observable
multistage
stochastic programming
Dowson, Oscar
;
Morton, David P.
;
Pagnoncelli, Bernardo K.
- In:
Operations research letters
48
(
2020
)
4
,
pp. 505-512
Persistent link: https://www.econbiz.de/10012294817
Saved in:
2
Stochastic dual dynamic programming with stagewise-dependent objective uncertainty
Downward, Anthony
;
Dowson, Oscar
;
Baucke, Regan
- In:
Operations research letters
48
(
2020
)
1
,
pp. 33-39
Persistent link: https://www.econbiz.de/10012169591
Saved in:
3
Risk-averse stochastic optimal control : An efficiently computable statistical upper bound
Guigues, Vincent
;
Shapiro, Alexander
;
Cheng, Yi
- In:
Operations research letters
51
(
2023
)
4
,
pp. 393-400
Persistent link: https://www.econbiz.de/10014426574
Saved in:
4
Dual SDDP for risk-averse
multistage
stochastic programs
Costa, Bernardo Freitas Paulo da
;
Leclère, Vincent
- In:
Operations research letters
51
(
2023
)
3
,
pp. 332-337
Persistent link: https://www.econbiz.de/10014374928
Saved in:
5
On the information-based complexity of stochastic programming
Tavares, Gabriela
;
Parpas, Panos
- In:
Operations research letters
41
(
2013
)
6
,
pp. 622-626
Persistent link: https://www.econbiz.de/10010236083
Saved in:
6
A completely positive representation of 0-1 linear programs with joint probabilistic constraints
Cheng, Jianqiang
;
Lisser, Abdel
- In:
Operations research letters
41
(
2013
)
6
,
pp. 597-601
Persistent link: https://www.econbiz.de/10010236100
Saved in:
7
Extended formulations for stochastic lot-sizing problems
Zhao, Chaoyue
;
Guan, Yongpei
- In:
Operations research letters
42
(
2014
)
4
,
pp. 278-283
Persistent link: https://www.econbiz.de/10010396164
Saved in:
8
Integration of progressive hedging and dual decomposition in stochastic integer programs
Guo, Ge
;
Hackebeil, Gabriel
;
Ryan, Sarah M.
;
Watson, …
- In:
Operations research letters
43
(
2015
)
3
,
pp. 311-316
Persistent link: https://www.econbiz.de/10011309532
Saved in:
9
Staffing call centers under arrival-rate uncertainty with Bayesian updates
Zan, Jing
;
Hasenbein, John J.
;
Morton, David P.
; …
- In:
Operations research letters
46
(
2018
)
4
,
pp. 379-384
Persistent link: https://www.econbiz.de/10011916153
Saved in:
10
BBPH : using progressive hedging within branch and bound to solve
multi-stage
stochastic mixed integer programs
Barnett, Jason
;
Watson, Jean-Paul
;
Woodruff, David L.
- In:
Operations research letters
45
(
2017
)
1
,
pp. 34-39
Persistent link: https://www.econbiz.de/10011687115
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