IDEAS home Printed from https://ideas.repec.org/a/spr/comgts/v15y2018i3d10.1007_s10287-018-0335-8.html
   My bibliography  Save this article

The stochastic programming heritage of Maarten van der Vlerk

Author

Listed:
  • David P. Morton

    (Northwestern University)

  • Ward Romeijnders

    (University of Groningen)

  • Rüdiger Schultz

    (University of Duisburg-Essen)

  • Leen Stougie

    (CWI
    INRIA-Erable
    Vrije Universiteit)

Abstract

No abstract is available for this item.

Suggested Citation

  • David P. Morton & Ward Romeijnders & Rüdiger Schultz & Leen Stougie, 2018. "The stochastic programming heritage of Maarten van der Vlerk," Computational Management Science, Springer, vol. 15(3), pages 319-323, October.
    • Handle: RePEc:spr:comgts:v:15:y:2018:i:3:d:10.1007_s10287-018-0335-8
    DOI: 10.1007/s10287-018-0335-8
    as

    Download full text from publisher

    File URL: http://link.springer.com/10.1007/s10287-018-0335-8
    File Function: Abstract
    Download Restriction: Access to the full text of the articles in this series is restricted.
    File URL: https://libkey.io/10.1007/s10287-018-0335-8?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    References listed on IDEAS

    as
    1. Ward Romeijnders & David P. Morton & Maarten H. van der Vlerk, 2017. "Assessing the Quality of Convex Approximations for Two-Stage Totally Unimodular Integer Recourse Models," INFORMS Journal on Computing, INFORMS, vol. 29(2), pages 211-231, May.
    2. KLEIN HANEVELD, W. K. & STOUGIE, L. & van der VLERK, M. H., 1996. "An algorithm for the construction of convex hulls in simple integer recourse programming," LIDAM Reprints CORE 1215, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
    3. Maria Cremers & Willem Klein Haneveld & Maarten Vlerk, 2009. "A two-stage model for a day-ahead paratransit planning problem," Mathematical Methods of Operations Research, Springer;Gesellschaft für Operations Research (GOR);Nederlands Genootschap voor Besliskunde (NGB), vol. 69(2), pages 323-341, May.
    4. Willem Klein Haneveld & Matthijs Streutker & Maarten Vlerk, 2011. "Collective adjustment of pension rights in ALM models," Computational Management Science, Springer, vol. 8(1), pages 137-156, April.
    5. Willem Haneveld & Maarten Vlerk, 2006. "Integrated Chance Constraints: Reduced Forms and an Algorithm," Computational Management Science, Springer, vol. 3(4), pages 245-269, September.
    6. Asgeir Tomasgard & Jan Audestad & Shane Dye & Leen Stougie & Maarten van der Vlerk & Stein Wallace, 1998. "Modelling aspects of distributed processingin telecommunication networks," Annals of Operations Research, Springer, vol. 82(0), pages 161-185, August.
    7. Arno Maatman & Caspar Schweigman & Arjan Ruijs & Maarten H. van Der Vlerk, 2002. "Modeling Farmers' Response to Uncertain Rainfall in Burkina Faso: A Stochastic Programming Approach," Operations Research, INFORMS, vol. 50(3), pages 399-414, June.
    8. Maarten Vlerk, 2010. "Convex approximations for a class of mixed-integer recourse models," Annals of Operations Research, Springer, vol. 177(1), pages 139-150, June.
    9. Albareda-Sambola, Maria & van der Vlerk, Maarten H. & Fernandez, Elena, 2006. "Exact solutions to a class of stochastic generalized assignment problems," European Journal of Operational Research, Elsevier, vol. 173(2), pages 465-487, September.
    Full references (including those not matched with items on IDEAS)

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Weijun Xie & Shabbir Ahmed, 2018. "Distributionally robust simple integer recourse," Computational Management Science, Springer, vol. 15(3), pages 351-367, October.
    2. Stougie, Leen & Vlerk, Maarten H. van der, 2003. "Approximation in stochastic integer programming," Research Report 03A14, University of Groningen, Research Institute SOM (Systems, Organisations and Management).
    3. D. Kuhn, 2009. "Convergent Bounds for Stochastic Programs with Expected Value Constraints," Journal of Optimization Theory and Applications, Springer, vol. 141(3), pages 597-618, June.
    4. Dirk Lorenz & Marc Pfetsch & Andreas Tillmann, 2014. "An infeasible-point subgradient method using adaptive approximate projections," Computational Optimization and Applications, Springer, vol. 57(2), pages 271-306, March.
    5. Juan Ma & Foad Mahdavi Pajouh & Balabhaskar Balasundaram & Vladimir Boginski, 2016. "The Minimum Spanning k -Core Problem with Bounded CVaR Under Probabilistic Edge Failures," INFORMS Journal on Computing, INFORMS, vol. 28(2), pages 295-307, May.
    6. Manish Bansal & Yingqiu Zhang, 2021. "Scenario-based cuts for structured two-stage stochastic and distributionally robust p-order conic mixed integer programs," Journal of Global Optimization, Springer, vol. 81(2), pages 391-433, October.
    7. Ken Kobayashi & Yuichi Takano & Kazuhide Nakata, 2021. "Bilevel cutting-plane algorithm for cardinality-constrained mean-CVaR portfolio optimization," Journal of Global Optimization, Springer, vol. 81(2), pages 493-528, October.
    8. Streutker, Matthijs & van der Vlerk, Maarten & Klein Haneveld, Wim, 2007. "Implementation of new regulatory rules in a multistage ALM model for Dutch pension funds," Research Report 07005, University of Groningen, Research Institute SOM (Systems, Organisations and Management).
    9. Glukhikh, Rimma & Lerman, Zvi & Schwartz, Moshe, 2005. "Vulnerability And Risk Management Among Turkmen Leaseholders," Discussion Papers 7144, Hebrew University of Jerusalem, Department of Agricultural Economics and Management.
    10. Lorenzo Ros-McDonnell & Norina Szander & María Victoria de-la-Fuente-Aragón & Robert Vodopivec, 2019. "Scheduling Sustainable Homecare with Urban Transport and Different Skilled Nurses Using an Approximate Algorithm," Sustainability, MDPI, vol. 11(22), pages 1-14, November.
    11. Jeanne Y. Coulibaly & John H. Sanders & Paul V. Preckel & Timothy G. Baker, 2015. "Will cotton make a comeback in Mali?," Agricultural Economics, International Association of Agricultural Economists, vol. 46(1), pages 53-67, January.
    12. Mohd Azdi Maasar & Diana Roman & Paresh Date, 2022. "Risk minimisation using options and risky assets," Operational Research, Springer, vol. 22(1), pages 485-506, March.
    13. Ward Romeijnders & David P. Morton & Maarten H. van der Vlerk, 2017. "Assessing the Quality of Convex Approximations for Two-Stage Totally Unimodular Integer Recourse Models," INFORMS Journal on Computing, INFORMS, vol. 29(2), pages 211-231, May.
    14. repec:dgr:rugsom:03a14 is not listed on IDEAS
    15. Gong, Jiangyue & Gujjula, Krishna Reddy & Ntaimo, Lewis, 2023. "An integrated chance constraints approach for optimal vaccination strategies under uncertainty for COVID-19," Socio-Economic Planning Sciences, Elsevier, vol. 87(PA).
    16. Zhi-Hai Zhang & Kang Li, 2015. "A novel probabilistic formulation for locating and sizing emergency medical service stations," Annals of Operations Research, Springer, vol. 229(1), pages 813-835, June.
    17. Lorenzo Ros-McDonnell & M. de-la-Fuente-Aragon & Marija Bogataj, 2012. "An approximate algorithm for optimal logistics of heavy and variable size items," Central European Journal of Operations Research, Springer;Slovak Society for Operations Research;Hungarian Operational Research Society;Czech Society for Operations Research;Österr. Gesellschaft für Operations Research (ÖGOR);Slovenian Society Informatika - Section for Operational Research;Croatian Operational Research Society, vol. 20(1), pages 1-17, March.
    18. Lukáš Adam & Martin Branda, 2016. "Nonlinear Chance Constrained Problems: Optimality Conditions, Regularization and Solvers," Journal of Optimization Theory and Applications, Springer, vol. 170(2), pages 419-436, August.
    19. Norina Szander & Lorenzo Ros-McDonnell & María Victoria De-la-Fuente-Aragón & Robert Vodopivec, 2018. "Sustainable Urban Homecare Delivery with Different Means of Transport," Sustainability, MDPI, vol. 10(2), pages 1-12, February.
    20. Schweigman, Caspar, 2003. "Food security: opportunities and responsibilities, or: the illusion of the exclusive actor : valedictory lecture," CDS Research Reports 200319, University of Groningen, Centre for Development Studies (CDS).
    21. Albareda-Sambola, Maria & Fernández, Elena & Saldanha-da-Gama, Francisco, 2011. "The facility location problem with Bernoulli demands," Omega, Elsevier, vol. 39(3), pages 335-345, June.

    More about this item

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:spr:comgts:v:15:y:2018:i:3:d:10.1007_s10287-018-0335-8. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Sonal Shukla or Springer Nature Abstracting and Indexing (email available below). General contact details of provider: http://www.springer.com .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.