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Which uncertainty is important in multistage stochastic programmes? : a case from maritime transportation

Pantuso, Giovanni; Fagerholt, Kjetil; Wallace, Stein W. - In: IMA journal of management mathematics 28 (2017) 1, pp. 5-17

Persistent link: https://www.econbiz.de/10011690226

The Impact of Uncertainty on the European Energy Market : A Scenario Aggregation Approach

Brekke, Kjell Arne - 2013

We present a simple approach to transform a deterministic numerical model, where several agents simultaneously make decisions, into a stochastic model. This approach, which builds on scenario aggregation, a numerical method developed to solve decision problems under uncertainty, is used to build...

Persistent link: https://www.econbiz.de/10013072087

Using inventory to handle risks in the supply of oil to Nepal

Thapalia, Biju K.; Wallace, Stein W.; Kaut, Michal - In: International journal of business performance and … 1 (2009) 1, pp. 41-60

Persistent link: https://www.econbiz.de/10003907210

The impact of uncertainty on the European energy market : a scenario aggregation approach

Brekke, Kjell Arne; Golombek, Rolf; Kaut, Michal; … - 2013

Persistent link: https://www.econbiz.de/10010212655

Scenario generation for single-period portfolio selection problems with tail risk measures : coping with high dimensions and integer variables

Fairbrother, Jamie; Turner, Amanda; Wallace, Stein W. - In: INFORMS journal on computing : JOC 30 (2018) 3, pp. 472-491

Persistent link: https://www.econbiz.de/10011948065

The impact of wind uncertainty on the strategic valuation of distributed electricity storage

Crespo Del Granado, Pedro; Wallace, Stein W.; Pang, Zhan - In: Computational Management Science : CMS 13 (2016) 1, pp. 5-27

Persistent link: https://www.econbiz.de/10011669229

The impact of design uncertainty in engineer-to-order project planning

Vaagen, Hajnalka; Kaut, Michal; Wallace, Stein W. - In: European journal of operational research : EJOR 261 (2017) 3, pp. 1098-1109

Persistent link: https://www.econbiz.de/10011740584

Handling financial risks in crude oil imports : taking into account crude oil prices as well as country and transportation risks

Wang, Shuang; Wallace, Stein W.; Jing, Lu; Gu, Yewen - In: Transportation research / E : an international journal 133 (2020), pp. 1-17

Persistent link: https://www.econbiz.de/10012164774

The combined impact of stochastic and correlated activity durations and design uncertainty on project plans

Kaut, Michal; Vaagen, Hajnalka; Wallace, Stein W. - In: International journal of production economics 233 (2021), pp. 1-12

Persistent link: https://www.econbiz.de/10012495604

A node formulation for multistage stochastic programs with endogenous uncertainty

Pantuso, Giovanni - In: Computational management science 18 (2021) 3, pp. 325-354

Persistent link: https://www.econbiz.de/10012615137