Publication | Date of Publication | Type |
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Disruption and Rerouting in Supply Chain Networks | 2024-03-12 | Paper |
On the Convergence of L-shaped Algorithms for Two-Stage Stochastic Programming | 2023-09-03 | Paper |
Quantification of Market Power Mitigation via Efficient Aggregation of Distributed Energy Resources | 2022-09-14 | Paper |
Spatial Price Integration in Commodity Markets with Capacitated Transportation Networks | 2022-08-05 | Paper |
A High-Fidelity Model to Predict Length of Stay in the Neonatal Intensive Care Unit | 2022-06-28 | Paper |
Learning from Stochastically Revealed Preference | 2022-06-03 | Paper |
The value and cost of more stages in stochastic programing: a statistical analysis on a set of portfolio choice problems | 2022-04-05 | Paper |
Asymptotic behavior of solutions: an application to stochastic NLP | 2022-03-22 | Paper |
Dynamic Learning and Market Making in Spread Betting Markets with Informed Bettors | 2022-02-16 | Paper |
Portfolio optimization under a generalized hyperbolic skewedtdistribution and exponential utility | 2021-07-16 | Paper |
Portfolio optimization under the generalized hyperbolic distribution: optimal allocation, performance and tail behavior | 2021-06-02 | Paper |
On Efficient Aggregation of Distributed Energy Resources | 2021-03-26 | Paper |
An Approximation Approach for Response-Adaptive Clinical Trial Design | 2021-02-01 | Paper |
Dynamic Selling Mechanisms for Product Differentiation and Learning | 2020-10-26 | Paper |
Optimal Dynamic Product Development and Launch for a Network of Customers | 2020-10-20 | Paper |
Risk-Sensitive Asset Management and Cascading Defaults | 2020-03-11 | Paper |
Book review of: X. Liu et al., Optimization and management in manufacturing engineering. Resource collaborative optimization and management through the internet of things. | 2019-05-23 | Paper |
A Stochastic Electricity Market Clearing Formulation with Consistent Pricing Properties | 2018-03-06 | Paper |
Inverse Optimization for the Recovery of Market Structure from Market Outcomes: An Application to the MISO Electricity Market | 2017-09-26 | Paper |
Response-adaptive designs for clinical trials: simultaneous learning from multiple patients | 2016-10-07 | Paper |
The structural impact of renewable portfolio standards and feed-in tariffs on electricity markets | 2016-10-07 | Paper |
Introduction to the special issue on optimizing risk management in services | 2012-12-13 | Paper |
Estimation of potential gains from mergers in multiple periods: a comparison of stochastic frontier analysis and data envelopment analysis | 2011-11-17 | Paper |
Introduction to Stochastic Programming | 2011-06-22 | Paper |
Successive Linear Approximation Solution of Infinite-Horizon Dynamic Stochastic Programs | 2008-12-05 | Paper |
Equity valuation, production, and financial planning: A stochastic programming approach | 2007-02-20 | Paper |
https://portal.mardi4nfdi.de/entity/Q3415352 | 2007-01-18 | Paper |
Finite buffer polling models with routing | 2005-04-21 | Paper |
Stochastic unit commitment problem | 2005-03-04 | Paper |
Multistage stochastic programming model for electric power capacity expansion problem | 2004-06-18 | Paper |
Equilibrium values in a competitive power exchange market | 2002-10-26 | Paper |
Duality gaps in stochastic integer programming | 2002-06-05 | Paper |
Lagrangian Solution Techniques and Bounds for Loosely Coupled Mixed-Integer Stochastic Programs | 2002-06-04 | Paper |
https://portal.mardi4nfdi.de/entity/Q4495734 | 2000-08-10 | Paper |
Successive Approximations of Linear Control Models | 1999-03-31 | Paper |
https://portal.mardi4nfdi.de/entity/Q4231143 | 1999-03-10 | Paper |
Modeling investment uncertainty in the costs of global \(CO_2\) emission policy | 1998-11-26 | Paper |
Bounds on optimal values in stochastic scheduling | 1998-01-12 | Paper |
State-of-the-Art-Survey—Stochastic Programming: Computation and Applications | 1997-09-17 | Paper |
Introduction to Stochastic Programming | 1997-09-15 | Paper |
A parallel implementation of the nested decomposition algorithm for multistage stochastic linear programs | 1997-08-07 | Paper |
Stochastic programming approaches to stochastic scheduling | 1997-01-07 | Paper |
Computing Karmarkar's projections quickly by using matrix factorization | 1996-12-12 | Paper |
An upper bound on the expected value of a non-increasing convex function with convex marginal return functions | 1996-08-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q4887263 | 1996-08-01 | Paper |
Parallel decomposition of large-scale stochastic nonlinear programs | 1996-07-31 | Paper |
Subdifferential Convergence in Stochastic Programs | 1996-06-23 | Paper |
Bounds on Expected Project Tardiness | 1996-04-29 | Paper |
Models and model value in stochastic programming | 1996-01-07 | Paper |
Continuous approximation schemes for stochastic programs | 1995-08-27 | Paper |
Optimal match-up strategies in stochastic scheduling | 1995-04-10 | Paper |
Studies of lexicography in the generalized network simplex method | 1994-05-05 | Paper |
Semiregularity and Generalized Subdifferentials with Applications to Optimization | 1994-05-03 | Paper |
Optimal Flows in Stochastic Dynamic Networks with Congestion | 1993-08-09 | Paper |
Efficient solution of two-stage stochastic linear programs using interior point methods | 1993-06-29 | Paper |
Prior reduced fill-in in solving equations in interior point algorithms | 1993-01-16 | Paper |
Bounding separable recourse functions with limited distribution information | 1992-06-26 | Paper |
Matchup Scheduling with Multiple Resources, Release Dates and Disruptions | 1992-06-25 | Paper |
Single-machine scheduling subject to stochastic breakdowns | 1990-01-01 | Paper |
Sublinear upper bounds for stochastic programs with recourse | 1989-01-01 | Paper |
Upper Bounds on the Expected Value of a Convex Function Using Gradient and Conjugate Function Information | 1989-01-01 | Paper |
Using Parallel Iteration for Approximate Analysis of a Multiple Server Queueing System | 1989-01-01 | Paper |
A multicut algorithm for two-stage stochastic linear programs | 1988-01-01 | Paper |
Assessing the effects of machine breakdowns in stochastic scheduling | 1988-01-01 | Paper |
A Separable Piecewise Linear Upper Bound for Stochastic Linear Programs | 1988-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q3809556 | 1988-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q3813607 | 1988-01-01 | Paper |
Computing Block-Angular Karmarkar Projections with Applications to Stochastic Programming | 1988-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q3820378 | 1988-01-01 | Paper |
Computing Bounds for Stochastic Programming Problems by Means of a Generalized Moment Problem | 1987-01-01 | Paper |
Aggregation in Dynamic Programming | 1987-01-01 | Paper |
Refining bounds for stochastic linear programs with linearly transformed independent random variables | 1986-01-01 | Paper |
Designing approximation schemes for stochastic optimization problems, in particular for stochastic programs with recourse | 1986-01-01 | Paper |
Methods for a network design problem in solar power systems | 1985-01-01 | Paper |
Aggregation bounds in stochastic linear programming | 1985-01-01 | Paper |
Decomposition and Partitioning Methods for Multistage Stochastic Linear Programs | 1985-01-01 | Paper |
A dantzig-wolfe decomposition variant equivalent to basis factorization | 1985-01-01 | Paper |
Random Procedures for Nonredundant Constraint Identification in Stochastic Linear Programs | 1984-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q3340479 | 1984-01-01 | Paper |
Computational complexity of Van der Heyden's variable dimension algorithm and Dantzig-Cottle's principal pivoting method for solving LCP's | 1983-01-01 | Paper |
The value of the stochastic solution in stochastic linear programs with fixed recourse | 1982-01-01 | Paper |