Michal Kaut

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!

Publication	Date of Publication	Type
Handling of long-term storage in multi-horizon stochastic programs Computational Management Science	2024-05-14	Paper
Single-Commodity Network Design with Stochastic Demand and Multiple Sources and Sinks INFOR: Information Systems and Operational Research	2023-05-09	Paper
Scenario generation by selection from historical data Computational Management Science	2021-11-24	Paper
Vehicle routing with space- and time-correlated stochastic travel times: evaluating the objective function INFORMS Journal on Computing	2020-12-09	Paper
The impact of design uncertainty in engineer-to-order project planning European Journal of Operational Research	2018-05-29	Paper
A copula-based heuristic for scenario generation Computational Management Science	2015-07-21	Paper
Erratum to: ``A copula-based heuristic for scenario generation Computational Management Science	2015-07-21	Paper
Scenario generation with distribution functions and correlations	2015-03-19	Paper
Multi-horizon stochastic programming Computational Management Science	2014-10-06	Paper
Single source single-commodity stochastic network design Computational Management Science	2013-10-21	Paper
Single-commodity network design with random edge capacities European Journal of Operational Research	2012-12-29	Paper
Stochastic optimization models for a single-sink transportation problem Computational Management Science	2009-08-04	Paper
scientific article; zbMATH DE number 5589690 (Why is no real title available?)	2009-08-03	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
A heuristic for moment-matching scenario generation Computational Optimization and Applications	2003-04-03	Paper

Research outcomes over time

This page was built for person: Michal Kaut