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On sample average approximation algorithms for determining the optimal importance sampling parameters in pricing financial derivatives on Lévy processes
Jiang, Guangxin; Xu, Chenglong; Fu, Michael - In: Operations research letters 44 (2016) 1, pp. 44-49
Persistent link: https://www.econbiz.de/10011455555
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On supremum-norm cost games
Meca, Ana; Sošić, Greys - In: Operations research letters 44 (2016) 1, pp. 54-58
Persistent link: https://www.econbiz.de/10011455558
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Importance sampling for jump processes and applications to finance
Badouraly Kassim, Laetitia; Lelong, Jérõme; … - In: The journal of computational finance 19 (2015/2016) 2, pp. 109-139
Persistent link: https://www.econbiz.de/10011442676
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Product-line planning under uncertainty
Karakaya, Şakir; Köksal, Gülser - In: Computers & operations research : and their … 138 (2022), pp. 1-15
Persistent link: https://www.econbiz.de/10013040805
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A multi-stage stochastic programming approach for pre-positioning of relief supplies considering returns
Hu, Shaolong; Hu, Qingmi; Tao, Sha; Dong, Zhijie - In: Socio-economic planning sciences : the international … 88 (2023), pp. 1-15
Persistent link: https://www.econbiz.de/10014370397
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Meal delivery routing problem with stochastic meal preparation times and customer locations
Kancharla, Surendra Reddy; Van Woensel, Tom; Waller, S. … - In: Networks and spatial economics : a journal of … 24 (2024) 4, pp. 997-1020
Persistent link: https://www.econbiz.de/10015195279
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A sample average approximation-based heuristic for the stochastic production routing problem
In: Central European journal of operations research 33 (2025) 1, pp. 121-144
Persistent link: https://www.econbiz.de/10015195688
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Technical note: two-stage sample robust optimization
Bertsimas, Dimitris; Shtern, Shimrit; Sturt, Bradley - In: Operations research 70 (2022) 1, pp. 624-640
Persistent link: https://www.econbiz.de/10012820676
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Coordinated contract decisions in a make-to-order manufacturing supply chain : a stochastic programming approach
Feng, Yan; Martel, Alain; D'Amours, Sophie; Beauregard, … - In: Production and operations management : an international … 22 (2013) 3, pp. 642-660
Persistent link: https://www.econbiz.de/10009760427
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A stochastic programming approach for floods emergency logistics
Garrido, Rodrigo A.; Lamas, Patricio; Pino, Francisco - In: Transportation research / E : an international journal 75 (2015), pp. 18-31
Persistent link: https://www.econbiz.de/10010509987