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Optimal decision-making of mutual fund temporary borrowing problem via approximate dynamic programming

Luo, Xuyang; Song, Chunyue - In: Computers & operations research : and their … 153 (2023), pp. 1-15

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Dynamic surgery management under uncertainty

Gökap, E.; Gülpınar, Nalân; Doan, X. V. - In: European journal of operational research : EJOR 309 (2023) 2, pp. 832-844

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Foreign exchange trading and management with the stochastic dual dynamic programming method

Reus, Lorenzo; Sepúlveda-Hurtado, Guillermo Alexander - In: Financial innovation : FIN 9 (2023) 1, pp. 1-38

risk tolerance, and how it can be used in a variety of contexts and time scales, ranging from intraday speculative trading … our method. However, the risk exposure of the policies increases (decreases) for the group of currencies from emerging …

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A stabilised Benders decomposition with adaptive oracles for large-scale stochastic programming with short-term and long-term uncertainty

Zhang, Hongyu; Mazzi, Nicolò; McKinnon, Ken; Nava, … - In: Computers & operations research : an international journal 167 (2024), pp. 1-14

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Dynamic ordering decisions with approximate learning of supply yield uncertainty

Gel, Esma S.; Salman, F. Sibel - In: International journal of production economics 243 (2022), pp. 1-15

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Pension funds with longevity risk : an optimal portfolio insurance approach

Di Giacinto, Marina; Mancinelli, Daniele; Marino, Mario; … - 2024

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Stochastic approach for price optimization problems with decision-dependent uncertainty

Hikima, Yuya; Takeda, Akiko - In: European journal of operational research : EJOR 322 (2025) 2, pp. 541-553

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Optimal single-period product allocation under uncertain demand in a prioritized multisegment market for a monopolistic retailer

Mesak, Hani I.; Zhang, Hongkai; Ma, Jiehui; Pullis, … - In: IEEE transactions on engineering management : EM ; a … 71 (2024), pp. 6606-6622

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Equal risk pricing and hedging of financial derivatives with convex risk measures

Marzban, Saeed; Delage, Erick; Li, Jonathan Yu-Meng - In: Quantitative finance 22 (2022) 1, pp. 47-73

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Optimal workflow decisions for investigators in systems with interruptions

Dobson, Gregory; Tezcan, Tolga; Tilson, Vera - In: Management science : journal of the Institute for … 59 (2013) 5, pp. 1125-1141

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