Maarten H. van der Vlerk

From MaRDI portal
(Redirected from Person:291032)



List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

PublicationDate of PublicationType
Stochastic programming. Modeling decision problems under uncertainty
Graduate Texts in Operations Research
2019-09-27Paper
An approximation framework for two-stage ambiguous stochastic integer programs under mean-MAD information
European Journal of Operational Research
2018-12-18Paper
Higher-order total variation bounds for expectations of periodic functions and simple integer recourse approximations
Computational Management Science
2018-10-29Paper
Assessing the quality of convex approximations for two-stage totally unimodular integer recourse models
INFORMS Journal on Computing
2017-10-04Paper
Convex approximations for totally unimodular integer recourse models: a uniform error bound
SIAM Journal on Optimization
2017-01-13Paper
Total variation bounds on the expectation of periodic functions with applications to recourse approximations
Mathematical Programming. Series A. Series B
2016-06-06Paper
A Convex Approximation for Two-Stage Mixed-Integer Recourse Models with a Uniform Error Bound
SIAM Journal on Optimization
2016-02-05Paper
Erratum to: Convex approximations for complete integer recourse models
Mathematical Programming. Series A. Series B
2013-11-11Paper
Collective adjustment of pension rights in ALM models
Computational Management Science
2011-06-22Paper
ALM modeling for Dutch pension funds in an era of pension reform
Operations Research Proceedings 2006
2011-04-07Paper
An ALM model for pension funds using integrated chance constraints
Annals of Operations Research
2010-10-04Paper
Convex approximations for a class of mixed-integer recourse models
Annals of Operations Research
2010-10-04Paper
Indexation of Dutch pension rights in multistage recourse ALM models
IMA Journal of Management Mathematics
2010-04-23Paper
A dynamic day-ahead paratransit planning problem
IMA Journal of Management Mathematics
2010-04-23Paper
A two-stage model for a day-ahead paratransit planning problem
Mathematical Methods of Operations Research
2009-04-27Paper
Simplification of recourse models by modification of recourse data2008-02-11Paper
A Two-stage Model for a Day-ahead Paratransit Planning Problem
Electronic Notes in Discrete Mathematics
2007-05-29Paper
Integrated chance constraints: reduced forms and an algorithm
Computational Management Science
2007-02-15Paper
On multiple simple recourse models
Mathematical Methods of Operations Research
2006-10-27Paper
Simple integer recourse models: convexity and convex approximations
Mathematical Programming. Series A. Series B
2006-09-12Paper
Exact solutions to a class of stochastic generalized assignment problems
European Journal of Operational Research
2006-06-30Paper
Convex approximations for complete integer recourse models
Mathematical Programming. Series A. Series B
2004-07-01Paper
Optimizing electricity distribution using two-stage integer recourse models2002-05-14Paper
Solving stochastic programs with integer recourse by enumeration: A framework using Gröbner basis reductions
Mathematical Programming. Series A. Series B
1999-06-03Paper
Stochastic integer programming: general models and algorithms
Annals of Operations Research
1999-05-27Paper
Two‐stage stochastic integer programming: a survey
Statistica Neerlandica
1999-01-04Paper
Modelling aspects of distributed processing in telecommunication networks
Annals of Operations Research
1998-11-03Paper
scientific article; zbMATH DE number 1175949 (Why is no real title available?)1998-07-19Paper
scientific article; zbMATH DE number 1031417 (Why is no real title available?)1997-07-06Paper
An algorithm for the construction of convex hulls in simple integer recourse programming
Annals of Operations Research
1996-07-31Paper
On the expected value function of a simple integer recourse problem with random technology matrix
Journal of Computational and Applied Mathematics
1995-11-14Paper
On the convex hull of the simple integer recourse objective function
Annals of Operations Research
1995-08-27Paper
Stochastic programming with simple integer recourse
Mathematical Programming. Series A. Series B
1994-03-10Paper


Research outcomes over time


This page was built for person: Maarten H. van der Vlerk