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Cost/risk balanced management of scarce resources using stochastic programming

Gaivoronski, Alexei A.; Sechi, Giovanni M.; Zuddas, Paola - In: European journal of operational research : EJOR 216 (2012) 1, pp. 214-224

Persistent link: https://www.econbiz.de/10009348449

Stochastic optimization for real time service capacity allocation under ramdom service demand

Dance, Christopher; Gaivoronski, Alexei A. - 2012

Persistent link: https://www.econbiz.de/10009620466

Dynamic Stochastic Optimization

Marti, Kurt (ed.); Ermol'ev, Jurij M. (ed.); … - 2004

I. Dynamic Decision Problems under Uncertainty: Modeling Aspects -- Reflections on Output Analysis for Multistage Stochastic Linear Programs -- Modeling Support for Multistage Recourse Problems -- Optimal Solutions for Undiscounted Variance Penalized Markov Decision Chains -- Approximation and...

Persistent link: https://www.econbiz.de/10014019985

Dynamic stochastic optimization : [this volume includes a selection of papers presented at the IFIP/IIASA/GAMM-Workshop on "Dynamic Stochastic Optimization" held at the International Institute for Systems Analysis (IIASA), Laxenburg, Austria, March 11 - 14, 2002]/ Kurt Marti ... (eds.)

Marti, Kurt (ed.); Ermol'ev, Jurij M. (ed.); … - 2004

Persistent link: https://www.econbiz.de/10001769398

On-line portfolio selection using stochastic programming

Gaivoronski, Alexei A.; Stella, Fabio - In: Journal of economic dynamics & control 27 (2003) 6, pp. 1013-1043

Persistent link: https://www.econbiz.de/10001734477

Modeling financial reinsurance in the casualty insurance business via stochastic programming

Lange, Petter E. de; Fleten, Stein-Erik; Gaivoronski, … - In: Journal of economic dynamics & control 28 (2004) 5, pp. 991-1012

Persistent link: https://www.econbiz.de/10001856046