| Publication | Date of Publication | Type |
|---|
Autonomous vessels: state of the art and potential opportunities in logistics
International Transactions in Operational Research | 2023-11-21 | Paper |
On the safe side of stochastic programming: bounds and approximations
International Transactions in Operational Research | 2023-10-04 | Paper |
Single-Commodity Network Design with Stochastic Demand and Multiple Sources and Sinks
INFOR: Information Systems and Operational Research | 2023-05-09 | Paper |
Problem-driven scenario generation: an analytical approach for stochastic programs with tail risk measure
Mathematical Programming. Series A. Series B | 2022-03-22 | Paper |
Soft clustering-based scenario bundling for a progressive hedging heuristic in stochastic service network design
Computers & Operations Research | 2021-05-21 | Paper |
Scenario tree construction driven by heuristic solutions of the optimization problem
Computational Management Science | 2021-02-02 | Paper |
Vehicle routing with space- and time-correlated stochastic travel times: evaluating the objective function
INFORMS Journal on Computing | 2020-12-09 | Paper |
Stochastic network design for planning scheduled transportation services: the value of deterministic solutions
INFORMS Journal on Computing | 2020-12-02 | Paper |
Scenario Generation for Single-Period Portfolio Selection Problems with Tail Risk Measures: Coping with High Dimensions and Integer Variables
INFORMS Journal on Computing | 2020-11-25 | Paper |
Scenario Generation for Single-Period Portfolio Selection Problems with Tail Risk Measures: Coping with High Dimensions and Integer Variables
INFORMS Journal on Computing | 2020-11-25 | Paper |
Which uncertainty is important in multistage stochastic programmes? A case from maritime transportation
IMA Journal of Management Mathematics | 2019-06-18 | Paper |
Stochastic optimization models for a bike-sharing problem with transshipment
European Journal of Operational Research | 2019-02-25 | Paper |
Stochastic multi-commodity network design: the quality of deterministic solutions
Operations Research Letters | 2019-02-22 | Paper |
Stochastic programs with binary distributions: structural properties of scenario trees and algorithms
Computational Management Science | 2018-10-29 | Paper |
The impact of design uncertainty in engineer-to-order project planning
European Journal of Operational Research | 2018-05-29 | Paper |
Service supply chain management: a review of operational models
European Journal of Operational Research | 2016-10-06 | Paper |
Scenario generation for single-period portfolio selection problems with tail risk measures: coping with high dimensions and integer variables
(available as arXiv preprint) | 2015-11-16 | Paper |
Solving hierarchical stochastic programs: application to the maritime fleet renewal problem
INFORMS Journal on Computing | 2015-09-11 | Paper |
Distributionally robust multi-item newsvendor problems with multimodal demand distributions
Mathematical Programming. Series A. Series B | 2015-08-31 | Paper |
Integrated Facility Layout Design and Flow Assignment Problem Under Uncertainty
INFORMS Journal on Computing | 2015-01-26 | Paper |
| Stochastic second-order cone programming in mobile ad-hoc networks: sensitivity to input parameters | 2014-05-19 | Paper |
Single source single-commodity stochastic network design
Computational Management Science | 2013-10-21 | Paper |
Analyzing the quality of the expected value solution in stochastic programming
Annals of Operations Research | 2013-01-15 | Paper |
Single-commodity network design with random edge capacities
European Journal of Operational Research | 2012-12-29 | Paper |
Modeling with stochastic programming.
Springer Series in Operations Research and Financial Engineering | 2012-04-12 | Paper |
Generating scenario trees for multistage decision problems
Management Science | 2012-02-19 | Paper |
Progressive hedging-based metaheuristics for stochastic network design
Networks | 2011-11-21 | Paper |
Stochastic programming and the option of doing it differently
Annals of Operations Research | 2010-10-04 | Paper |
| Integer programming models of bookmobile routing | 2010-09-02 | Paper |
| scientific article; zbMATH DE number 5589690 (Why is no real title available?) | 2009-08-03 | Paper |
Delta-Hedging a Hydropower Plant Using Stochastic Programming
Optimization in the Energy Industry | 2009-05-20 | Paper |
| Evaluation of scenario generation methods for stochastic programming | 2008-02-22 | Paper |
Stability analysis of portfolio management with conditional value-at-risk
Quantitative Finance | 2007-10-22 | Paper |
CORRELATIONS IN STOCHASTIC PROGRAMMING: A CASE FROM STOCHASTIC SERVICE NETWORK DESIGN
Asia-Pacific Journal of Operational Research | 2007-05-21 | Paper |
Stochastic programming: potential hazards when random variables reflect market interaction
Annals of Operations Research | 2006-10-11 | Paper |
| Stochastic programming computer implementations | 2006-02-20 | Paper |
| Introduction to stochastic programming applications | 2006-02-20 | Paper |
Dalton transfers, inequality and altruism
Social Choice and Welfare | 2004-11-05 | Paper |
| scientific article; zbMATH DE number 1984255 (Why is no real title available?) | 2003-09-22 | Paper |
A heuristic for moment-matching scenario generation
Computational Optimization and Applications | 2003-04-03 | Paper |
| Feasibility in transportation networks with supply eating arcs | 2002-07-21 | Paper |
The performance of stochastic dynamic and fixed mix portfolio models
European Journal of Operational Research | 2002-06-16 | Paper |
The simplex algorithm for multicommodity networks
Networks | 2002-04-08 | Paper |
Analyzing legal regulations in the Norwegian life insurance business using a multistage asset-liability management model
European Journal of Operational Research | 2002-01-29 | Paper |
Improving project cost estimation by taking into account managerial flexibility
European Journal of Operational Research | 2001-07-05 | Paper |
Scenarios for multistage stochastic programs
Annals of Operations Research | 2001-06-14 | Paper |
Generating scenario trees for multistage decision problems
Management Science | 2001-02-01 | Paper |
Work patterns in project scheduling
Annals of Operations Research | 1998-11-03 | Paper |
Modelling aspects of distributed processing in telecommunication networks
Annals of Operations Research | 1998-11-03 | Paper |
Feasibility in capacitated networks: The effect of individual arcs and nodes
Annals of Mathematics and Artificial Intelligence | 1998-03-04 | Paper |
Option theory and modeling under uncertainty
Annals of Operations Research | 1998-01-01 | Paper |
Feasibility in uncapacitated networks: The effect of individual arcs and nodes
Annals of Operations Research | 1996-07-31 | Paper |
Solving linear programs with multiple right-hand sides: Pricing and ordering schemes
Annals of Operations Research | 1996-07-31 | Paper |
Preprocessing in Stochastic Programming: The Case of Capacitated Networks
ORSA Journal on Computing | 1995-06-01 | Paper |
| scientific article; zbMATH DE number 663895 (Why is no real title available?) | 1994-10-18 | Paper |
The facets of the polyhedral set determined by the Gale-Hoffman inequalities
Mathematical Programming. Series A. Series B | 1994-05-23 | Paper |
Overcoming the (Apparent) Problem of Inconsistency in Origin-Destination Matrix Estimations
Transportation Science | 1994-02-24 | Paper |
Bounding multi-stage stochastic programs from above
Mathematical Programming. Series A. Series B | 1993-12-06 | Paper |
Preprocessing in Stochastic Programming: The Case of Uncapacitated Networks
ORSA Journal on Computing | 1993-01-17 | Paper |
Preprocessing in Stochastic Programming: The Case of Linear Programs
ORSA Journal on Computing | 1992-08-13 | Paper |
Approximate scenario solutions in the progressive hedging algorithm. A numerical study with an application to fisheries management
Annals of Operations Research | 1992-06-25 | Paper |
Structural properties of the progressive hedging algorithm
Annals of Operations Research | 1992-06-25 | Paper |
Bounding the expected time-cost curve for a stochastic PERT network from below
Operations Research Letters | 1989-01-01 | Paper |
A Separable Piecewise Linear Upper Bound for Stochastic Linear Programs
SIAM Journal on Control and Optimization | 1988-01-01 | Paper |
Bounds On The Expected Maximal Value Of A Class Of Stochastic Network Problems
INFOR: Information Systems and Operational Research | 1988-01-01 | Paper |
| scientific article; zbMATH DE number 4079139 (Why is no real title available?) | 1988-01-01 | Paper |
Solving many linear programs that differ only in the right-hand side
European Journal of Operational Research | 1988-01-01 | Paper |
A piecewise linear upper bound on the network recourse function
Mathematical Programming | 1987-01-01 | Paper |
Investing in arcs in a network to maximize the expected max flow
Networks | 1987-01-01 | Paper |
Solving stochastic programs with network recourse
Networks | 1986-01-01 | Paper |
Refining bounds for stochastic linear programs with linearly transformed independent random variables
Operations Research Letters | 1986-01-01 | Paper |
Decomposing the requirement space of a transporation problem into polyhedral cones
Mathematical Programming Studies | 1986-01-01 | Paper |
Pivoting rules and redundancy schemes in extreme point enumeration
BIT | 1985-01-01 | Paper |
On degeneracy in enumeration
BIT | 1983-01-01 | Paper |
