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A multistage stochastic programming approach to the optimal surveillance and control of the emerald ash borer in cities

Kıbış, Eyyüb Y.; Haight, Robert G.; Najmaddin, Akhundov - In: INFORMS journal on computing : JOC 33 (2021) 2, pp. 808-834

Persistent link: https://www.econbiz.de/10012546238

Optimization of a dynamic supply portfolio considering risks and discount's constraints

Rabbani, Masoud; Khalili, S. M.; Janani, H.; Shiripour, M. - In: Journal of industrial engineering and management : JIEM 7 (2014) 1, pp. 215-253

Purpose: Nowadays finding reliable suppliers in the global supply chains has become so important for success, because reliable suppliers would lead to a reliable supply and besides that orders of customer are met effectively. Yet, there is little empirical evidence to support this view, hence...

Persistent link: https://www.econbiz.de/10011904442

Pseudo-valid cutting planes for two-stage mixed-integer stochastic programs with right-hand-side uncertainty

Romeijnders, Ward; Laan, Niels van der - In: Operations research 68 (2020) 4, pp. 1199-1217

Persistent link: https://www.econbiz.de/10012288422

A Comparison of Risk Measures for Portfolio Optimization With Cardinality Constraints

Ramos, Henrique; Righi, Marcelo; Guedes, Pablo; … - 2022

Ever since the introduction of Markowitz's classical quadratic programming problem, transforming portfolio optimization into a linear programming (LP) problem has drawn much attention from researchers and practitioners, given the tractability of LP. However, using non-linear risk measures and...

Persistent link: https://www.econbiz.de/10014081982

Strategic reliable supply chain network design : determining tradeoffs between cost and risk

Meng, Lingpeng; He, Junliang; Hu, Shaolong; Han, Chuanfeng - In: International journal of production research 61 (2023) 11, pp. 3621-3633

Persistent link: https://www.econbiz.de/10014365255

Order acceptance for motorail transportation with uncertain parameters

Lutter, Pascal; Werners, Brigitte - In: OR spectrum : quantitative approaches in management 37 (2015) 2, pp. 431-456

Persistent link: https://www.econbiz.de/10010513274

On multistage Stochastic Integer Programming for incorporating logical constraints in asset and liability management under uncertainty

Escudero, Laureano F.; Garín, María Araceli; Merino, … - In: Computational Management Science : CMS 6 (2009) 3, pp. 307-327

Persistent link: https://www.econbiz.de/10003862187

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

Robust optimization of the 0-1 knapsack problem : balancing risk and return in assortment optimization

Rooderkerk, Robert P.; Heerde, Harald J. van - In: European journal of operational research : EJOR 250 (2016) 3, pp. 842-854

Persistent link: https://www.econbiz.de/10011445338

Risk neutral and risk averse approaches to multistage renewable investment planning under uncertainty

Bruno, Sergio; Ahmed, Shabbir; Shapiro, Alexander; … - In: European journal of operational research : EJOR 250 (2016) 3, pp. 979-989

Persistent link: https://www.econbiz.de/10011445359