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Socially responsible multiobjective optimal portfolios
Sahamkhadam, Maziar; Stephan, Andreas - In: Journal of the Operational Research Society 75 (2024) 10, pp. 2065-2076
Persistent link: https://www.econbiz.de/10015188547
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Bounds for probabilistic programming with application to a blend planning problem
Peng, Shen; Maggioni, Francesca; Lisser, Abdel - In: European journal of operational research : EJOR 297 (2022) 3, pp. 964-976
Persistent link: https://www.econbiz.de/10013261798
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A copula-based heuristic for scenario generation
Kaut, Michal - In: Computational Management Science : CMS 11 (2014) 4, pp. 503-516
Persistent link: https://www.econbiz.de/10010437136
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Vine copula-based scenario tree generation approaches for portfolio optimization
He, Xiaolei; Zhang, Weiguo - In: Journal of forecasting 43 (2024) 6, pp. 1936-1955
Persistent link: https://www.econbiz.de/10015110342
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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 stochastic programming model for the thermal optimal day-ahead bid problem with physical futures contracts
Corchero, Cristina; Heredia, F. -Javier - In: Computers & operations research : and their … 38 (2011) 11, pp. 1501-1512
Persistent link: https://www.econbiz.de/10008987440
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Computing B-stationary points of nonsmooth dc programs
Pang, Jong-Shi; Razaviyayn, Meisam; Alvarado, Alberth - In: Mathematics of operations research 42 (2017) 1, pp. 95-118
Persistent link: https://www.econbiz.de/10011654579
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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
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Stochastic zeroth-order riemannian derivative estimation and optimization
Li, Jiaxiang; Balasubramanian, Krishnakumar; Ma, Shiqian - In: Mathematics of operations research 48 (2023) 2, pp. 1183-1211
Persistent link: https://www.econbiz.de/10014314984
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Intraday power trading : toward an arms race in weather forecasting?
Kuppelwieser, Thomas; Wozabal, David - In: OR spectrum : quantitative approaches in management 45 (2023) 1, pp. 57-83
Persistent link: https://www.econbiz.de/10014226371