Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Academic Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~subject:"Stochastic process"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Optimization for simulation :...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Stochastic process
Theorie
27
Theory
27
Mathematical programming
20
Mathematische Optimierung
20
Stochastischer Prozess
9
Portfolio selection
8
Portfolio-Management
8
Risiko
7
Risk
7
Real options analysis
5
Realoptionsansatz
5
stochastic programming
5
Option pricing theory
4
Optionspreistheorie
4
Stochastic programming
4
Supply chain
4
Boolean programming
3
Dynamic programming
3
Dynamische Optimierung
3
Ganzzahlige Optimierung
3
Integer programming
3
Lieferkette
3
Risikomanagement
3
Risikomaß
3
Risk management
3
Risk measure
3
Robust statistics
3
Robustes Verfahren
3
Decision under uncertainty
2
Distributionally robust optimization
2
Entscheidung unter Unsicherheit
2
Foreign direct investment
2
Forest economics
2
Forest policy
2
Forestry
2
Forstpolitik
2
Forstwirtschaft
2
Forstökonomie
2
Global business
2
more ...
less ...
Online availability
All
Undetermined
7
Type of publication
All
Article
9
Type of publication (narrower categories)
All
Article in journal
9
Aufsatz in Zeitschrift
9
Language
All
English
9
Author
All
Lejeune, Miguel A.
9
Kettunen, Janne
4
Chun, So Yeon
1
Dehghanian, Payman
1
Filomena, Tiago P.
1
Ma, Wenbo
1
Margot, François
1
Samatlı-Paç, Gülay
1
more ...
less ...
Published in...
All
Operations research
2
Computational Management Science : CMS
1
Computers & operations research : and their applications to problems of world concern ; an international journal
1
European journal of operational research : EJOR
1
INFORMS journal on computing : JOC
1
Management science : journal of the Institute for Operations Research and the Management Sciences
1
Manufacturing & service operations management : M & SOM
1
Operations research letters
1
more ...
less ...
Source
All
ECONIS (ZBW)
9
Showing
1
-
9
of
9
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Solving chance-constrained optimization problems with stochastic quadraric inequalities
Lejeune, Miguel A.
;
Margot, François
- In:
Operations research
64
(
2016
)
4
,
pp. 939-957
Persistent link: https://www.econbiz.de/10011538579
Saved in:
2
Construction of risk-averse enhanced index funds
Lejeune, Miguel A.
;
Samatlı-Paç, Gülay
- In:
INFORMS journal on computing : JOC
25
(
2013
)
4
,
pp. 701-719
Persistent link: https://www.econbiz.de/10010203600
Saved in:
3
Stochastic portfolio optimization with proportional transaction costs : convex reformulations and computational experiments
Filomena, Tiago P.
;
Lejeune, Miguel A.
- In:
Operations research letters
40
(
2012
)
3
,
pp. 212-217
Persistent link: https://www.econbiz.de/10009546517
Saved in:
4
A factional stochastic integer programming problem for reliability-to-stability ratio in forest harvesting
Lejeune, Miguel A.
;
Kettunen, Janne
- In:
Computational Management Science : CMS
15
(
2018
)
3/4
,
pp. 583-597
Persistent link: https://www.econbiz.de/10011923008
Saved in:
5
Managing reliability and stability risks in forest harvesting
Lejeune, Miguel A.
;
Kettunen, Janne
- In:
Manufacturing & service operations management : M & SOM
19
(
2017
)
4
,
pp. 620-638
Persistent link: https://www.econbiz.de/10011770573
Saved in:
6
Technical note: waterfall and agile product development approaches : disjunctive stochastic programming formulations
Kettunen, Janne
;
Lejeune, Miguel A.
- In:
Operations research
68
(
2020
)
5
,
pp. 1356-1363
Persistent link: https://www.econbiz.de/10012301548
Saved in:
7
Risk-based loan pricing : portfolio optimization approach with marginal risk contribution
Chun, So Yeon
;
Lejeune, Miguel A.
- In:
Management science : journal of the Institute for …
66
(
2020
)
8
,
pp. 3735-3753
Persistent link: https://www.econbiz.de/10012289204
Saved in:
8
Profit-based unit commitment models with price-responsive decision-dependent uncertainty
Lejeune, Miguel A.
;
Dehghanian, Payman
;
Ma, Wenbo
- In:
European journal of operational research : EJOR
314
(
2024
)
3
,
pp. 1052-1064
Persistent link: https://www.econbiz.de/10014456935
Saved in:
9
Data-driven project portfolio selection : decision-dependent stochastic programming formulations with reliability and time to market requirements
Kettunen, Janne
;
Lejeune, Miguel A.
- In:
Computers & operations research : and their …
143
(
2022
),
pp. 1-13
Persistent link: https://www.econbiz.de/10013343228
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
