Narrow search
Showing 1 - 7 of 7
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
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