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A review of simheuristics : extending metaheuristics to deal with stochastic combinatorial optimization problems

Juan, Angel A.; Faulin, Javier; Grasman, Scott E.; … - In: Operations research perspectives 2 (2015), pp. 62-72

that allows for extending metaheuristics through simulation to solve stochastic COPs. "Simheuristics" allow modelers for … dealing with real-life uncertainty in a natural way by integrating simulation (in any of its variants) into a metaheuristic …

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Efficient VaR and CSaR measurement via stochastic kriging

Chen, Xi; Kim, Kyoung-Kuk - In: INFORMS journal on computing : JOC 28 (2016) 4, pp. 629-644

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A target zone model where the fundamentals follow a geometric Brownian motion

Cupidon, Jean René; Hyppolite, Judex - In: Journal of mathematical finance 6 (2016) 5, pp. 866-886

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Comparison of stochastic frontier "effect" models using Monte Carlo simulation

Lee, Young Hoon; Shin, Jinseok - In: Festschrift in honor of Peter Schmidt : econometric …, (pp. 259-279). 2014

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Modeling a dynamic portfolio for pension plans in emerging markets with myopic and nonmyopic behavior

Pimentel, Livia F.; Santiago, Leonardo P. - In: Emerging markets finance & trade : a journal of the … 51 (2015), pp. 14-26

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Reducing energy consumption in serial production lines with Bernoulli reliability machines

Su, Wen; Xie, Xiaolei; Li, Jingshan; Zheng, Li; Feng, … - In: International journal of production research 55 (2017) 24, pp. 7356-7379

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Optimal diversification, stochastic dominance, and sampling error

Mroua, Mourad; Abid, Fathi; Wong, Wing Keung - In: American journal of business : applying research to … 32 (2017) 1, pp. 48-79

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Optimizing mining complexes with multiple processing and transportation alternatives : an uncertainty-based approach

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Entrance times of random walks : with applications to pension fund modeling

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Numerical approximations of optimal portfolios in mispriced asymmetric Lévy markets

Buckley, Winston; Long, Hongwei; Marshall, Mario - In: European journal of operational research : EJOR 252 (2016) 2, pp. 676-686

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