| Publication | Date of Publication | Type |
|---|
Dynamic surgery management under uncertainty
European Journal of Operational Research | 2023-07-10 | Paper |
Dynamic pricing of flexible time slots for attended home delivery
European Journal of Operational Research | 2021-11-05 | Paper |
Modelling oil and gas supply disruption risks using extreme-value theory and copula
Journal of Applied Statistics | 2020-10-28 | Paper |
Efficient solution selection for two-stage stochastic programs
European Journal of Operational Research | 2019-04-30 | Paper |
Heuristics for the stochastic dynamic task-resource allocation problem with retry opportunities
European Journal of Operational Research | 2018-05-30 | Paper |
Robust portfolio selection problem under temperature uncertainty
European Journal of Operational Research | 2018-05-24 | Paper |
A robust asset-liability management framework for investment products with guarantees
OR Spectrum | 2016-10-27 | Paper |
Robust investment decisions under supply disruption in petroleum markets
Computers & Operations Research | 2015-02-25 | Paper |
Robust strategies for facility location under uncertainty
European Journal of Operational Research | 2014-07-27 | Paper |
Stochastic optimization and worst-case decisions
Lecture Notes in Economics and Mathematical Systems | 2011-08-09 | Paper |
Robust investment strategies with discrete asset choice constraints using DC programming
Optimization | 2010-04-21 | Paper |
Robust optimal decisions with imprecise forecasts
Computational Statistics and Data Analysis | 2009-05-29 | Paper |
Simulation and optimization approaches to scenario tree generation
Journal of Economic Dynamics and Control | 2008-11-06 | Paper |
A general framework for multistage mean-variance post-tax optimization
Annals of Operations Research | 2008-09-03 | Paper |
A mixed integer programming model for multistage mean-variance post-tax optimization
European Journal of Operational Research | 2007-10-25 | Paper |
Worst-case robust decisions for multi-period mean-variance portfolio optimization
European Journal of Operational Research | 2007-08-27 | Paper |
| Continuous min-max approach for single period portfolio selection problem | 2006-02-13 | Paper |
Tax impact on multi-stage mean-variance portfolio allocation
International Transactions in Operational Research | 2005-01-20 | Paper |
Post-tax optimization with stochastic programming
European Journal of Operational Research | 2004-08-16 | Paper |
| scientific article; zbMATH DE number 2065134 (Why is no real title available?) | 2004-05-18 | Paper |
Extracting pure network submatrices in linear programs using signed graphs.
Discrete Applied Mathematics | 2004-03-14 | Paper |
| scientific article; zbMATH DE number 1836452 (Why is no real title available?) | 2002-11-27 | Paper |
Creating advanced bases for large scale linear programs exploiting embedded network structure
Computational Optimization and Applications | 2002-04-15 | Paper |
Detecting embedded networks in LP using GUB structures and independent set algorithms
Computational Optimization and Applications | 2000-10-29 | Paper |
Detecting embedded pure network structures in LP problems
Top | 1998-10-27 | Paper |
| scientific article; zbMATH DE number 469226 (Why is no real title available?) | 1993-12-06 | Paper |
