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On the information-based complexity of stochastic programming
Tavares, Gabriela; Parpas, Panos - In: Operations research letters 41 (2013) 6, pp. 622-626
Persistent link: https://www.econbiz.de/10010236083
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A stochastic multiscale model for electricity generation capacity expansion
Parpas, Panos; Webster, Mort - In: European journal of operational research : EJOR 232 (2014) 2, pp. 359-374
Persistent link: https://www.econbiz.de/10010224695
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Threshold accepting approach to improve bound-based approximations for portfolio optimization
Kuhn, Daniel; Parpas, Panos; Rustem, Berç - In: Computational methods in financial engineering : essays …, (pp. 3-26). 2008
Persistent link: https://www.econbiz.de/10003669410
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Importance sampling in stochastic programming : a Markov chain Monte Carlo approach
Parpas, Panos; Ustun, Berk; Webster, Mort; Tran, Quang Kha - In: INFORMS journal on computing : JOC 27 (2015) 2, pp. 358-377
Persistent link: https://www.econbiz.de/10011291297
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K-adaptability in two-stage robust binary programming
Hanasusanto, Grani A.; Kuhn, Daniel; Wiesemann, Wolfram - In: Operations research 63 (2015) 4, pp. 877-891
Persistent link: https://www.econbiz.de/10011313190
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"Dice"-sion–making under uncertainty : when can a random decision reduce risk?
Delage, Erick; Kuhn, Daniel; Wiesemann, Wolfram - In: Management science : journal of the Institute for … 65 (2019) 7, pp. 3282-3301
Persistent link: https://www.econbiz.de/10012039992
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A primal-dual lifting scheme for two-stage robust optimization
Georghiou, Angelos; Tsoukalas, Angelos; Wiesemann, Wolfram - In: Operations research 68 (2020) 2, pp. 572-590
Persistent link: https://www.econbiz.de/10012213388
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The decision rule approach to optimization under uncertainty : methodology and applications
Georghiou, Angelos; Kuhn, Daniel; Wiesemann, Wolfram - In: Computational Management Science : CMS 16 (2019) 4, pp. 545-576
Persistent link: https://www.econbiz.de/10012126678
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A planner-trader decomposition for multimarket hydro scheduling
Schindler, Kilian; Rujeerapaiboon, Napat; Kuhn, Daniel; … - In: Operations research 72 (2024) 1, pp. 185-202
Persistent link: https://www.econbiz.de/10014505059
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A unifying framework for the capacitated vehicle routing problem under risk and ambiguity
Ghosal, Shubhechyya; Ho, Chin Pang; Wiesemann, Wolfram - In: Operations research 72 (2024) 2, pp. 425-443
Persistent link: https://www.econbiz.de/10014520731