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The construction of an investment portfolio using stochastic programming

Kabašinskas, Audrius; Kadikinaitė, Lina - In: Journal of sustainable finance & investment 6 (2016) 3, pp. 151-160

Persistent link: https://www.econbiz.de/10011722990

Time-consistent, risk-averse dynamic pricing

Schur, Rouven; Gönsch, Jochen; Hassler, Michael - In: European journal of operational research : EJOR 277 (2019) 2, pp. 587-603

Persistent link: https://www.econbiz.de/10012022014

Accounting for Uncertainty Affecting Technical Change in an Economic-Climate Model

Bosetti, Valentina; Drouet, Laurent - 2005

The key role of technological change in the decline of energy and carbon intensities of aggregate economic activities is widely recognized. This has focused attention on the issue of developing endogenous models for the evolution of technological change. With a few exceptions this is done using...

Persistent link: https://www.econbiz.de/10010312524

An accelerated directional derivative method for smooth stochastic convex optimization

Dvurechensky, Pavel; Gorbunov, Eduard; Gasnikov, Alexander - In: European journal of operational research : EJOR 290 (2021) 2, pp. 601-621

Persistent link: https://www.econbiz.de/10012495252

Stochastic dual dynamic programming for optimal power flow problems under uncertainty

Kiszka, Adriana; Wozabal, David - In: European journal of operational research : EJOR 321 (2025) 3, pp. 814-836

Persistent link: https://www.econbiz.de/10015409930

Solving nonsmooth and nonconvex compound stochastic programs with applications to risk measure minimization

Liu, Junyi; Cui, Ying; Pang, Jong-Shi - In: Mathematics of operations research 47 (2022) 4, pp. 3051-3083

Persistent link: https://www.econbiz.de/10014311398

Decision-focused neural adaptive search and diving for optimizing mining complexes

Yaakoubi, Yassine; Dimitrakopoulos, Roussos - In: European journal of operational research : EJOR 320 (2025) 3, pp. 699-719

Persistent link: https://www.econbiz.de/10015085368

Optimizing sequential decision-making under risk : strategic allocation with switching penalties

Malekipirbazari, Milad - In: European journal of operational research : EJOR 321 (2025) 1, pp. 160-176

Persistent link: https://www.econbiz.de/10015094944

Partially adaptive multistage stochastic programming

Kayacık, Sezen Ece; Basciftci, Beste; Schrotenboer, … - In: European journal of operational research : EJOR 321 (2025) 1, pp. 192-207

Persistent link: https://www.econbiz.de/10015094946

Dynamic capacity planning of hospital resources under COVID-19 uncertainty using approximate dynamic programming

Gökalp, Elvan; Cakir, M. Selim; Satis, Hasan - In: Journal of the Operational Research Society 75 (2024) 1, pp. 13-25

Persistent link: https://www.econbiz.de/10014555556