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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
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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
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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
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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