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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
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An approximate dynamic programming framework for modeling global climate policy under decision-dependent uncertainty
Webster, Mort; Santen, Nidhi; Parpas, Panos - In: Computational Management Science : CMS 9 (2012) 3, pp. 339-362
Persistent link: https://www.econbiz.de/10009582634
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Simulation and optimization approaches to scenario tree generation
Gülpınar, Nalân; Rustem, Berç; Settergren, Reuben - In: Journal of economic dynamics & control 28 (2004) 7, pp. 1291-1315
Persistent link: https://www.econbiz.de/10001880805
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A mixed integer programming model for multistage mean-variance post-tax optimization
Osorio, Maria A.; Gulpinar, Nalan; Rustem, Berç - In: European journal of operational research : EJOR 185 (2008) 2, pp. 451-480
Persistent link: https://www.econbiz.de/10003768911
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A general framework for multistage mean-variance post-tax optimization
Osorio, Maria A.; Gülpınar, Nalân; Rustem, Berç - 2008
Persistent link: https://www.econbiz.de/10003665053