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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
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A Comparison of Risk Measures for Portfolio Optimization With Cardinality Constraints
Ramos, Henrique; Righi, Marcelo; Guedes, Pablo; … - 2022
diversification and risk, the Maximum Loss portfolios have presented higher Sharpe ratio, the Expected Loss portfolios have higher …
Persistent link: https://www.econbiz.de/10014081982
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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
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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
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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
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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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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
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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
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A distributionally robust joint chance constrained optimization model for the dynamic network design problem under demand uncertainty
Sun, Hua; Gao, Ziyou; Szeto, W. Y.; Long, Jiancheng; … - In: Networks and spatial economics : a journal of … 14 (2014) 3/4, pp. 409-433
Persistent link: https://www.econbiz.de/10011308772
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Reliable forward-reverse logistics network design under partial and complete facility disruptions
Hatefi, Seyed Morteza; Jolai, Fariborz - In: International journal of logistics systems and management 20 (2015) 3, pp. 370-394
Persistent link: https://www.econbiz.de/10011393067