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Multi-horizon stochastic programming
Kaut, Michal; Midthun, Kjetil T.; Werner, Adrian S.; … - In: Computational Management Science : CMS 11 (2014) 1/2, pp. 179-193
Persistent link: https://www.econbiz.de/10010251203
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Risk aversion in multistage stochastic programming : a modeling and algorithmic perspective
Homem-de-Mello, Tito; Pagnoncelli, Bernardo K. - In: European journal of operational research : EJOR 249 (2016) 1, pp. 188-199
Persistent link: https://www.econbiz.de/10011435793
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Partially observable multistage stochastic programming
Dowson, Oscar; Morton, David P.; Pagnoncelli, Bernardo K. - In: Operations research letters 48 (2020) 4, pp. 505-512
Persistent link: https://www.econbiz.de/10012294817
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Stochastic dual dynamic programming with stagewise-dependent objective uncertainty
Downward, Anthony; Dowson, Oscar; Baucke, Regan - In: Operations research letters 48 (2020) 1, pp. 33-39
Persistent link: https://www.econbiz.de/10012169591
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Risk management of energy system for identifying optimal power mix with financial-cost minimization and environmental-impact mitigation under uncertainty
Nie, S.; Li, Y. P.; Liu, J.; Huang, Charley Z. - In: Energy economics 61 (2017), pp. 313-329
Persistent link: https://www.econbiz.de/10011737833
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A multi-stage stochastic program for the sustainable design of biofuel supply chain networks under biomass supply uncertainty and disruption risk : a real-life case study
Fattahi, Mohammad; Govindan, Kannan - In: Transportation research / E : an international journal 118 (2018), pp. 534-567
Persistent link: https://www.econbiz.de/10011928939
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A branch-and-cut method for dynamic decision making under joint chance constraints
Zhang, Minjiao; Küçükyavuz, Simge; Goel, Saumya - In: Management science : journal of the Institute for … 60 (2014) 5, pp. 1317-1333
Persistent link: https://www.econbiz.de/10010369811
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Multistage adjustable robust mixed-integer optimization via iterative splitting of the uncertainty set
Postek, Kryzsztof; Hertog, Dirk den - In: INFORMS journal on computing : JOC 28 (2016) 3, pp. 553-574
Persistent link: https://www.econbiz.de/10011539037
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Multistage network data envelopment analysis : semidefinite programming approach
Zhang, Linyan; Guo, Chuanyin; Wei, Fajie - In: Journal of the Operational Research Society 70 (2019) 8, pp. 1284-1295
Persistent link: https://www.econbiz.de/10012213722
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Using age-structure for a multi-stage optimal control model with random switching time
Wrzaczek, Stefan; Kuhn, Michael; Frankovic, Ivan - 2019
The paper presents a transformation of a multi-stage optimal control model with random switching time to an age …
Persistent link: https://www.econbiz.de/10012103398