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On sample average approximation algorithms for determining the optimal importance sampling parameters in pricing financial derivatives on Lévy processes

Jiang, Guangxin; Xu, Chenglong; Fu, Michael - In: Operations research letters 44 (2016) 1, pp. 44-49

Persistent link: https://www.econbiz.de/10011455555

On supremum-norm cost games

Meca, Ana; Sošić, Greys - In: Operations research letters 44 (2016) 1, pp. 54-58

Persistent link: https://www.econbiz.de/10011455558

Importance sampling for jump processes and applications to finance

Badouraly Kassim, Laetitia; Lelong, Jérõme; … - In: The journal of computational finance 19 (2015/2016) 2, pp. 109-139

Persistent link: https://www.econbiz.de/10011442676

Scenario-based modeling for multiple allocation hub location problem under disruption risk: multiple cuts Benders decomposition approach

Yahyaei, Mohsen; Bashiri, Mahdi - In: Journal of Industrial Engineering International 13 (2017) 4, pp. 445-453

The hub location problem arises in a variety of domains such as transportation and telecommunication systems. In many real-world situations, hub facilities are subject to disruption. This paper deals with the multiple allocation hub location problem in the presence of facilities failure. To...

Persistent link: https://www.econbiz.de/10011773128

Product-line planning under uncertainty

Karakaya, Şakir; Köksal, Gülser - In: Computers & operations research : and their … 138 (2022), pp. 1-15

Persistent link: https://www.econbiz.de/10013040805

How big should your data really be? : data-driven newsvendor : learning one sample at a time

Besbes, Omar; Mouchtaki, Omar - In: Management science : journal of the Institute for … 69 (2023) 10, pp. 5848-5865

Persistent link: https://www.econbiz.de/10014393035

A multi-stage stochastic programming approach for pre-positioning of relief supplies considering returns

Hu, Shaolong; Hu, Qingmi; Tao, Sha; Dong, Zhijie - In: Socio-economic planning sciences : the international … 88 (2023), pp. 1-15

Persistent link: https://www.econbiz.de/10014370397

Meal delivery routing problem with stochastic meal preparation times and customer locations

Kancharla, Surendra Reddy; Van Woensel, Tom; Waller, S. … - In: Networks and spatial economics : a journal of … 24 (2024) 4, pp. 997-1020

Persistent link: https://www.econbiz.de/10015195279

A sample average approximation-based heuristic for the stochastic production routing problem

In: Central European journal of operations research 33 (2025) 1, pp. 121-144

Persistent link: https://www.econbiz.de/10015195688

Technical note: two-stage sample robust optimization

Bertsimas, Dimitris; Shtern, Shimrit; Sturt, Bradley - In: Operations research 70 (2022) 1, pp. 624-640

Persistent link: https://www.econbiz.de/10012820676