Tutorial on risk neutral, distributionally robust and risk averse multistage stochastic programming (Englisch)
- Neue Suche nach: Shapiro, Alexander
- Neue Suche nach: Shapiro, Alexander
In:
European Journal of Operational Research
;
288
, 1
;
1-13
;
2020
-
ISSN:
- Aufsatz (Zeitschrift) / Elektronische Ressource
-
Titel:Tutorial on risk neutral, distributionally robust and risk averse multistage stochastic programming
-
Beteiligte:Shapiro, Alexander ( Autor:in )
-
Erschienen in:European Journal of Operational Research ; 288, 1 ; 1-13
-
Verlag:
- Neue Suche nach: Elsevier B.V.
-
Erscheinungsdatum:24.03.2020
-
Format / Umfang:13 pages
-
ISSN:
-
DOI:
-
Medientyp:Aufsatz (Zeitschrift)
-
Format:Elektronische Ressource
-
Sprache:Englisch
-
Schlagwörter:
-
Datenquelle:
Inhaltsverzeichnis – Band 288, Ausgabe 1
Zeige alle Jahrgänge und Ausgaben
Die Inhaltsverzeichnisse werden automatisch erzeugt und basieren auf den im Index des TIB-Portals verfügbaren Einzelnachweisen der enthaltenen Beiträge. Die Anzeige der Inhaltsverzeichnisse kann daher unvollständig oder lückenhaft sein.
- 1
-
Tutorial on risk neutral, distributionally robust and risk averse multistage stochastic programmingShapiro, Alexander et al. | 2020
- 14
-
A meta-heuristic to solve the just-in-time job-shop scheduling problemAhmadian, Mohammad Mahdi / Salehipour, Amir / Cheng, T.C.E. et al. | 2020
- 30
-
Scheduled service network design with quality targets and stochastic travel timesLanza, Giacomo / Crainic, Teodor Gabriel / Rei, Walter / Ricciardi, Nicoletta et al. | 2020
- 47
-
Optimally solving the generalized serial-lock scheduling problem from a graph-theory-based multi-commodity network perspectiveJi, Bin / Zhang, Dezhi / Yu, Samson S. / Zhang, Binqiao et al. | 2020
- 63
-
A decomposition-based heuristic procedure for the Medical Student Scheduling problemAkbarzadeh, Babak / Maenhout, Broos et al. | 2020
- 80
-
Introducing split orders and optimizing operational policies in robotic mobile fulfillment systemsXie, Lin / Thieme, Nils / Krenzler, Ruslan / Li, Hanyi et al. | 2020
- 98
-
Home service routing and appointment scheduling with stochastic service timesZhan, Yang / Wang, Zizhuo / Wan, Guohua et al. | 2020
- 111
-
Retail sales forecasting with meta-learningMa, Shaohui / Fildes, Robert et al. | 2020
- 129
-
Tabu search for the time-dependent vehicle routing problem with time windows on a road networkGmira, Maha / Gendreau, Michel / Lodi, Andrea / Potvin, Jean-Yves et al. | 2020
- 141
-
Elucidate structure in intermittent demand seriesKourentzes, Nikolaos / Athanasopoulos, George et al. | 2020
- 153
-
When and how to share first-mile parcel collection serviceWang, Xin / Huang, George Q. et al. | 2020
- 170
-
Expert performance and crowd wisdom: Evidence from English Premier League predictionsButler, David / Butler, Robert / Eakins, John et al. | 2020
- 183
-
Time-consistent portfolio optimizationPeng, Ling / Kloeden, Peter E. et al. | 2020
- 194
-
Constraint generation for risk averse two-stage stochastic programsMínguez, R. / van Ackooij, W. / García-Bertrand, R. et al. | 2020
- 207
-
Systemic evaluation of community environmental management programmesFoote, J. / Midgley, G. / Ahuriri-Driscoll, A. / Hepi, M. / Earl-Goulet, J. et al. | 2020
- 225
-
The ordinal input for cardinal output approach of non-compensatory composite indicators: the PROMETHEE scoring methodGreco, Salvatore / Ishizaka, Alessio / Tasiou, Menelaos / Torrisi, Gianpiero et al. | 2020
- 247
-
On Pareto-optimality in the cross-efficiency evaluationDavtalab-Olyaie, Mostafa / Asgharian, Masoud et al. | 2020
- 258
-
Inequity-averse stochastic decision processesGutjahr, Walter J. et al. | 2020
- 271
-
Large-scale group decision-making with non-cooperative behaviors and heterogeneous preferences: An application in financial inclusionChao, Xiangrui / Kou, Gang / Peng, Yi / Viedma, Enrique Herrera et al. | 2020
- 294
-
On the choice of weights for aggregating judgments in non-negotiable AHP group decision makingAmenta, Pietro / Lucadamo, Antonio / Marcarelli, Gabriella et al. | 2020
- 302
-
Horses for courses: Mean-variance for asset allocation and 1/N for stock selectionPlatanakis, Emmanouil / Sutcliffe, Charles / Ye, Xiaoxia et al. | 2020
- 318
-
Gas storage valuation in incomplete marketsLöhndorf, Nils / Wozabal, David et al. | 2020
- 331
-
On rational behavior in multi-attribute riskless choiceKorhonen, Pekka J. / Wallenius, Jyrki / Genc, Tolga / Xu, Peng et al. | 2020
- 343
-
A note on “Portfolio selection under possibilistic mean-variance utility and a SMO algorithm”Corazza, Marco et al. | 2020
- 346
-
Acknowledgement to Referees 2020| 2019
- ii
-
Prelim p. 2; First issue - Editorial Board| 2019