scientific article; zbMATH DE number 1984252

zbMATH Open1029.90049MaRDI QIDQ4428685FDOQ4428685

Authors: Roger J.-B. Wets 

Publication date: 22 September 2003

Title of this publication is not available (Why is that?)

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zbMATH Keywords

portfolio selectionstochastic programmingnewsboy problemstandard programming

Mathematics Subject Classification ID

Applications of mathematical programming (90C90) Stochastic programming (90C15)

Cited In (5)

• The value of rolling-horizon policies for risk-averse hydro-thermal planning
• An approximation scheme for a class of risk-averse stochastic equilibrium problems
• Pricing of reusable resources under ambiguous distributions of demand and service time with emerging applications
• Solving the bi-objective Robust Vehicle Routing Problem with uncertain costs and demands
• Models and model value in stochastic programming

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