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Stochastic Linear Programming
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- Pu Huang & Dharmashankar Subramanian, 2012. "Iterative estimation maximization for stochastic linear programs with conditional value-at-risk constraints," Computational Management Science, Springer, vol. 9(4), pages 441-458, November.
- Baldwin, Katherine L. & Foster, Ken & Jones, Keithly, 2011. "A stochastic approach to evaluating livestock marketing policy initiatives," African Journal of Agricultural and Resource Economics, African Association of Agricultural Economists, vol. 6(2), pages 1-14, September.
- Csaba Fábián & Olga Papp & Krisztián Eretnek, 2013. "Implementing the simplex method as a cutting-plane method, with a view to regularization," Computational Optimization and Applications, Springer, vol. 56(2), pages 343-368, October.
- Nickel, Stefan & Saldanha-da-Gama, Francisco & Ziegler, Hans-Peter, 2012. "A multi-stage stochastic supply network design problem with financial decisions and risk management," Omega, Elsevier, vol. 40(5), pages 511-524.
- El-Shazly, Fawzy A. & Mansour, Mahmoud E. E. & Ahmed, Mousa A. & Shehata, Emad A., 2009. "التركيب المحصولى المصرى فى ظل المخاطرة والمتغيرات المحلية والدولية [Egyptian Cropping Pattern Under Risk and Varying Domestic and International Circumstances]," MPRA Paper 42634, University Library of Munich, Germany, revised 04 Oct 2009.
- Wim Ackooij, 2017. "A comparison of four approaches from stochastic programming for large-scale unit-commitment," EURO Journal on Computational Optimization, Springer;EURO - The Association of European Operational Research Societies, vol. 5(1), pages 119-147, March.
- Olivier Klopfenstein, 2010. "Solving chance-constrained combinatorial problems to optimality," Computational Optimization and Applications, Springer, vol. 45(3), pages 607-638, April.
- Bernhard Hasche & Rüdiger Barth & Derk Jan Swider, 2007. "Effects of Improved Wind Forecasts on Operational Costs in the German Electricity System," Energy and Environmental Modeling 2007 24000017, EcoMod.
- Christian Valente & Gautam Mitra & Mustapha Sadki & Robert Fourer, 2009. "Extending Algebraic Modelling Languages for Stochastic Programming," INFORMS Journal on Computing, INFORMS, vol. 21(1), pages 107-122, February.
- Chassein, André & Goerigk, Marc & Kasperski, Adam & Zieliński, Paweł, 2020. "Approximating combinatorial optimization problems with the ordered weighted averaging criterion," European Journal of Operational Research, Elsevier, vol. 286(3), pages 828-838.
- Marla, Lavanya & Rikun, Alexander & Stauffer, Gautier & Pratsini, Eleni, 2020. "Robust modeling and planning: Insights from three industrial applications," Operations Research Perspectives, Elsevier, vol. 7(C).
- Beltran-Royo, C. & Escudero, L.F. & Zhang, H., 2016. "Multiperiod Multiproduct Advertising Budgeting: Stochastic Optimization Modeling," Omega, Elsevier, vol. 59(PA), pages 26-39.
- Zhou, Feng & Huang, Gordon H. & Chen, Guo-Xian & Guo, Huai-Cheng, 2009. "Enhanced-interval linear programming," European Journal of Operational Research, Elsevier, vol. 199(2), pages 323-333, December.
- Ben Abdelaziz, Fouad & Masri, Hatem, 2010. "A compromise solution for the multiobjective stochastic linear programming under partial uncertainty," European Journal of Operational Research, Elsevier, vol. 202(1), pages 55-59, April.
- Fábián, Csaba I., 2008. "Handling CVaR objectives and constraints in two-stage stochastic models," European Journal of Operational Research, Elsevier, vol. 191(3), pages 888-911, December.
- Mr. Udaibir S Das & Miss Yinqiu Lu & Mr. Michael G. Papaioannou & Iva Petrova, 2012. "Sovereign Risk and Asset and Liability Management: Conceptual Issues," IMF Working Papers 2012/241, International Monetary Fund.
- Francas, David & Kremer, Mirko & Minner, Stefan & Friese, Markus, 2009. "Strategic process flexibility under lifecycle demand," International Journal of Production Economics, Elsevier, vol. 121(2), pages 427-440, October.
- Walther, Grit & Schatka, Anne & Spengler, Thomas S., 2012. "Design of regional production networks for second generation synthetic bio-fuel – A case study in Northern Germany," European Journal of Operational Research, Elsevier, vol. 218(1), pages 280-292.
- Rashed Khanjani Shiraz & Madjid Tavana & Hirofumi Fukuyama & Debora Di Caprio, 2017. "Fuzzy chance-constrained geometric programming: the possibility, necessity and credibility approaches," Operational Research, Springer, vol. 17(1), pages 67-97, April.
- Chardy, Matthieu & Klopfenstein, Olivier, 2012. "Handling uncertainties in vehicle routing problems through data preprocessing," Transportation Research Part E: Logistics and Transportation Review, Elsevier, vol. 48(3), pages 667-683.
- Jitka Dupačová & Marida Bertocchi & Vittorio Moriggia, 2009. "Testing the structure of multistage stochastic programs," Computational Management Science, Springer, vol. 6(2), pages 161-185, May.
- Reimann, Marc & Schiltknecht, Philippe, 2009. "Studying the interdependence of contractual and operational flexibilities in the market of specialty chemicals," European Journal of Operational Research, Elsevier, vol. 198(3), pages 760-772, November.
- Nitish Umang & Michel Bierlaire & Alan L. Erera, 2017. "Real-time management of berth allocation with stochastic arrival and handling times," Journal of Scheduling, Springer, vol. 20(1), pages 67-83, February.
- Parisio, Alessandra & Neil Jones, Colin, 2015. "A two-stage stochastic programming approach to employee scheduling in retail outlets with uncertain demand," Omega, Elsevier, vol. 53(C), pages 97-103.
- Willem Klein Haneveld & Matthijs Streutker & Maarten Vlerk, 2010. "An ALM model for pension funds using integrated chance constraints," Annals of Operations Research, Springer, vol. 177(1), pages 47-62, June.
- Kazemi Zanjani, Masoumeh & Ait-Kadi, Daoud & Nourelfath, Mustapha, 2010. "Robust production planning in a manufacturing environment with random yield: A case in sawmill production planning," European Journal of Operational Research, Elsevier, vol. 201(3), pages 882-891, March.
- Peter Kall & János Mayer, 2006. "Some insights into the solution algorithms for SLP problems," Annals of Operations Research, Springer, vol. 142(1), pages 147-164, February.
- Svensson, Elin & Strömberg, Ann-Brith & Patriksson, Michael, 2011. "A model for optimization of process integration investments under uncertainty," Energy, Elsevier, vol. 36(5), pages 2733-2746.
- Ricardo Collado & Dávid Papp & Andrzej Ruszczyński, 2012. "Scenario decomposition of risk-averse multistage stochastic programming problems," Annals of Operations Research, Springer, vol. 200(1), pages 147-170, November.
- Badri, Hossein & Fatemi Ghomi, S.M.T. & Hejazi, Taha-Hossein, 2017. "A two-stage stochastic programming approach for value-based closed-loop supply chain network design," Transportation Research Part E: Logistics and Transportation Review, Elsevier, vol. 105(C), pages 1-17.
- Mirzapour Al-e-hashem, S.M.J. & Malekly, H. & Aryanezhad, M.B., 2011. "A multi-objective robust optimization model for multi-product multi-site aggregate production planning in a supply chain under uncertainty," International Journal of Production Economics, Elsevier, vol. 134(1), pages 28-42, November.
- Marc Goerigk & Adam Kasperski & Paweł Zieliński, 2021. "Combinatorial two-stage minmax regret problems under interval uncertainty," Annals of Operations Research, Springer, vol. 300(1), pages 23-50, May.
- Chaabane Djamal & Mebrek Fatma, 2014. "Optimization of a linear function over the set of stochastic efficient solutions," Computational Management Science, Springer, vol. 11(1), pages 157-178, January.
- Beltran-Royo, C., 2017. "Two-stage stochastic mixed-integer linear programming: The conditional scenario approach," Omega, Elsevier, vol. 70(C), pages 31-42.
- Bordley, Robert F. & Pollock, Stephen M., 2012. "Assigning resources and targets to an organization’s activities," European Journal of Operational Research, Elsevier, vol. 220(3), pages 752-761.
- M Kazemi Zanjani & M Nourelfath & D Ait-Kadi, 2011. "Production planning with uncertainty in the quality of raw materials: a case in sawmills," Journal of the Operational Research Society, Palgrave Macmillan;The OR Society, vol. 62(7), pages 1334-1343, July.
- Shi, Ning & Song, Haiqing & Powell, Warren B., 2014. "The dynamic fleet management problem with uncertain demand and customer chosen service level," International Journal of Production Economics, Elsevier, vol. 148(C), pages 110-121.
- repec:dgr:rugsom:07010 is not listed on IDEAS
- Singer, Nico, 2010. "Safety-first portfolio optimization: Fixed versus random target," Thuenen-Series of Applied Economic Theory 113, University of Rostock, Institute of Economics.
- Ekin, Tahir, 2018. "Integrated maintenance and production planning with endogenous uncertain yield," Reliability Engineering and System Safety, Elsevier, vol. 179(C), pages 52-61.
- Cremers, Marloes & Klein Haneveld, Wim & van der Vlerk, Maarten, 2007. "A dynamic day-ahead paratransit planning problem," Research Report 07010, University of Groningen, Research Institute SOM (Systems, Organisations and Management).
- Svensson, Elin & Berntsson, Thore & Strömberg, Ann-Brith & Patriksson, Michael, 2009. "An optimization methodology for identifying robust process integration investments under uncertainty," Energy Policy, Elsevier, vol. 37(2), pages 680-685, February.
- 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.
- 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.
- Dorfleitner, Gregor & Utz, Sebastian, 2012.
"Safety first portfolio choice based on financial and sustainability returns,"
European Journal of Operational Research, Elsevier, vol. 221(1), pages 155-164.
- Dorfleitner, Gregor & Utz, Sebastian, 2011. "Safety first portfolio choice based on financial and sustainability returns," University of Regensburg Working Papers in Business, Economics and Management Information Systems 452, University of Regensburg, Department of Economics.
- Benjamin Lev, 2005. "Book Reviews," Interfaces, INFORMS, vol. 35(6), pages 531-538, December.
- Mohsen Zamani & Mahdi Abolghasemi & Seyed Mohammad Seyed Hosseini & Mir Saman Pishvaee, 2019. "Considering pricing and uncertainty in designing a reverse logistics network," Papers 1909.11633, arXiv.org.
- Singer, Nico, 2011. "A behavioral portfolio analysis of retirement portfolios," Thuenen-Series of Applied Economic Theory 104, University of Rostock, Institute of Economics.