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Moment calculations for piecewise-defined functions : an application to stochastic optimization with coherent risk measures
Borgonovo, Emanuele; Peccati, Lorenzo - 2010
Persistent link: https://www.econbiz.de/10003964884
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Financial management in inventory problems : risk averse vs risk neutral policies
Borgonovo, Emanuele; Peccati, Lorenzo - In: International journal of production economics 118 (2009) 1, pp. 233-242
Persistent link: https://www.econbiz.de/10003840704
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Sensitivity analysis : a review of recent advances
Borgonovo, Emanuele; Plischke, Elmar - In: European journal of operational research : EJOR 249 (2016) 3, pp. 869-887
Persistent link: https://www.econbiz.de/10011412462
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A global tolerance approach to sensitivity analysis in linear programming
Borgonovo, Emanuele; Buzzard, Gregery T.; Wendell, … - In: European journal of operational research : EJOR 267 (2018) 1, pp. 321-337
Persistent link: https://www.econbiz.de/10011812447