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Adaptive partition-based level decomposition methods for solving two-stage stochastic programs with fixed recourse
Ackooij, Wim van; Oliveira, Welington de; Song, Yongjia - In: INFORMS journal on computing : JOC 30 (2018) 1, pp. 57-70
Persistent link: https://www.econbiz.de/10011848136
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A derivative-free trust-region algorithm with copula-based models for probability maximization problems
Butyn, Emerson; Karas, Elizabeth W.; Oliveira, Welington de - In: European journal of operational research : EJOR 298 (2022) 1, pp. 59-75
Persistent link: https://www.econbiz.de/10013206808
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A comparison of four approaches from stochastic programming for large-scale unit-commitment
Ackooij, Wim van - In: EURO journal on computational optimization 5 (2017) 1/2, pp. 119-147
Persistent link: https://www.econbiz.de/10011905872
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On conditional cuts for stochastic dual dynamic programming
Ackooij, Wim van; Warin, Xavier - In: EURO journal on computational optimization 8 (2020) 2, pp. 173-199
Persistent link: https://www.econbiz.de/10012240037
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Distributionally robust optimization with multiple time scales : valuation of a thermal power plant
Ackooij, Wim van; Escobar, Debora Daniela; Glanzer, Martin - In: Computational management science 17 (2020) 3, pp. 357-385
Persistent link: https://www.econbiz.de/10012308484
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Inner Moreau envelope of nonsmooth conic chance-constrained optimization problems
Ackooij, Wim van; Pérez-Aros, Pedro; Soto, Claudia; … - In: Mathematics of operations research 49 (2024) 3, pp. 1419-1451
Persistent link: https://www.econbiz.de/10015047584