| Publication | Date of Publication | Type |
|---|
Collected Works of Professor Marida Bertocchi
World Scientific Handbook in Financial Economics Series | 2019-02-26 | Paper |
Hedging Electricity Portfolio for a Hydro-energy Producer via Stochastic Programming
International Series in Operations Research & Management Science | 2019-01-25 | Paper |
A scenario-based framework for supply planning under uncertainty: stochastic programming versus robust optimization approaches
Computational Management Science | 2018-10-10 | Paper |
A leader-followers model of power transmission capacity expansion in a market driven environment
Computational Management Science | 2018-10-10 | Paper |
Monotonic bounds in multistage mixed-integer stochastic programming
Computational Management Science | 2018-10-10 | Paper |
Sampling methods for multistage robust convex optimization problems
| 2016-11-03 | Paper |
A stochastic model for investments in different technologies for electricity production in the long period
CEJOR. Central European Journal of Operations Research | 2016-06-30 | Paper |
Two-stage stochastic mixed integer optimization models for power generation capacity expansion with risk measures
Optimization Methods & Software | 2016-06-29 | Paper |
Models for optimization of power systems
Numerical Analysis and Optimization | 2016-01-05 | Paper |
Bounds in multistage linear stochastic programming
Journal of Optimization Theory and Applications | 2014-11-03 | Paper |
Stochastic second-order cone programming in mobile ad-hoc networks: sensitivity to input parameters
| 2014-05-19 | Paper |
Optimal kinematics of a looped filament
Journal of Optimization Theory and Applications | 2014-02-03 | Paper |
A stochastic model for the daily coordination of pumped storage hydro plants and wind power plants
Annals of Operations Research | 2013-01-15 | Paper |
A comparison of the Lee-Carter model and AR-ARCH model for forecasting mortality rates
Insurance Mathematics & Economics | 2012-04-18 | Paper |
A stochastic model for mortality rate on italian data
Journal of Optimization Theory and Applications | 2011-09-18 | Paper |
A stochastic optimization model for gas retail with temperature scenarios and oil price parameters
IMA Journal of Management Mathematics | 2010-04-23 | Paper |
Stochastic second-order cone programming in mobile ad hoc networks
Journal of Optimization Theory and Applications | 2009-11-27 | Paper |
Testing the structure of multistage stochastic programs
Computational Management Science | 2009-08-04 | Paper |
scientific article; zbMATH DE number 5589692 (Why is no real title available?)
| 2009-08-03 | Paper |
A two-stage stochastic optimization model for a gas sale retailer
| 2009-02-24 | Paper |
A stochastic optimization model for a gas sale company
IMA Journal of Management Mathematics | 2008-11-10 | Paper |
A nonparametric model for analysis of the EURO bond market
Journal of Economic Dynamics and Control | 2008-10-24 | Paper |
A mixed integer nonlinear optimization model for gas sale company
Optimization Letters | 2007-11-05 | Paper |
Stable distributions in the Black–Litterman approach to asset allocation
Quantitative Finance | 2007-10-22 | Paper |
Horizon and stages in applications of stochastic programming in finance
Annals of Operations Research | 2006-10-11 | Paper |
Extensions of the Ho and Lee interest-rate model to the multinomial case
European Journal of Operational Research | 2005-01-12 | Paper |
Risk factor analysis and portfolio immunization in the corporate bond market
European Journal of Operational Research | 2004-11-22 | Paper |
From data to model and back to data: A bond portfolio management problem
European Journal of Operational Research | 2002-01-29 | Paper |
Sensitivity analysis of a bond portfolio model for the Italian market
Control and Cybernetics | 2001-07-29 | Paper |
Sensitivity of bond portfolio's behavior with respect to random movements in yield curve: a simulation study
Annals of Operations Research | 2001-06-14 | Paper |
Bond portfolio management with repo contracts: the Italian case
Annals of Operations Research | 2001-01-17 | Paper |
scientific article; zbMATH DE number 1500692 (Why is no real title available?)
| 2000-11-16 | Paper |
scientific article; zbMATH DE number 1304950 (Why is no real title available?)
| 2000-07-10 | Paper |
Perturbations of \(M\)-matrices via ABS methods and their applications to input-output analysis
Applied Mathematics and Computation | 2000-05-10 | Paper |
scientific article; zbMATH DE number 1208135 (Why is no real title available?)
| 1998-12-15 | Paper |
scientific article; zbMATH DE number 1070407 (Why is no real title available?)
| 1997-10-05 | Paper |
scientific article; zbMATH DE number 1189132 (Why is no real title available?)
| 1997-01-01 | Paper |
scientific article; zbMATH DE number 434547 (Why is no real title available?)
| 1996-10-27 | Paper |
Probabilistic and deterministic local search for solving the binary multiknapsack problem
Optimization | 1995-06-21 | Paper |
scientific article; zbMATH DE number 703101 (Why is no real title available?)
| 1995-01-31 | Paper |
scientific article; zbMATH DE number 223255 (Why is no real title available?)
| 1993-06-29 | Paper |
A Monte-Carlo approach for 0-1 programming problems
Computing | 1993-01-11 | Paper |
A parallel algorithm for global optimization
Optimization | 1990-01-01 | Paper |
scientific article; zbMATH DE number 4205870 (Why is no real title available?)
| 1990-01-01 | Paper |
Numerical experiments with ABS algorithms for linear systems on a parallel machine
Journal of Optimization Theory and Applications | 1989-01-01 | Paper |
scientific article; zbMATH DE number 4209478 (Why is no real title available?)
| 1989-01-01 | Paper |
scientific article; zbMATH DE number 3694499 (Why is no real title available?)
| 1980-01-01 | Paper |
Computational experience with conjugate gradient algorithms
Calcolo | 1979-01-01 | Paper |
scientific article; zbMATH DE number 3649921 (Why is no real title available?)
| 1977-01-01 | Paper |
