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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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An approximate dynamic programming framework for modeling global climate policy under decision-dependent uncertainty
Webster, Mort; Santen, Nidhi; Parpas, Panos - In: Computational Management Science : CMS 9 (2012) 3, pp. 339-362
Persistent link: https://www.econbiz.de/10009582634
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A multilevel analysis of the Lasserre hierarchy
Campos, Juan S.; Misener, Ruth; Parpas, Panos - In: European journal of operational research : EJOR 277 (2019) 1, pp. 32-41
Persistent link: https://www.econbiz.de/10012014778
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Dynamic mean-variance portfolio analysis under model risk
Kuhn, Daniel; Parpas, Panos; Rustem, Berç; Fonseca, Raquel - In: The journal of computational finance 12 (2009) 4, pp. 91-115
Persistent link: https://www.econbiz.de/10009534610