Robustness in stochastic programs with risk constraints

JOURNAL ARTICLE published November 2012 in Annals of Operations Research

Authors: Jitka Dupačová | Miloš Kopa

Quantitative Stability and Empirical Approximation of Risk-Averse Models Induced by Two-Stage Stochastic Programs with Full Random Recourse

JOURNAL ARTICLE published August 2021 in Asia-Pacific Journal of Operational Research

Authors: Zhiping Chen | He Hu | Jie Jiang

A stochastic programming model for the optimal issuance of government bonds

JOURNAL ARTICLE published March 2012 in Annals of Operations Research

Authors: Andrea Consiglio | Alessandro Staino

Revisiting generalized almost stochastic dominance

JOURNAL ARTICLE published October 2019 in Annals of Operations Research

Authors: Jow-Ran Chang | Wei-Han Liu | Mao-Wei Hung

An optimising approach to alternative clustering schemes

JOURNAL ARTICLE published September 2010 in Central European Journal of Operations Research

Authors: Alan Jessop

On justification of use of stochastic functions for multimodal optimization models

JOURNAL ARTICLE published June 1984 in Annals of Operations Research

Authors: A. Žilinskas

Dynamic mean-variance problem with constrained risk control for the insurers

JOURNAL ARTICLE published August 2008 in Mathematical Methods of Operations Research

Authors: Lihua Bai | Huayue Zhang

Pricing European Options under Stochastic Volatility Models: Case of Five-Parameter Variance-Gamma Process

JOURNAL ARTICLE published 16 January 2023 in Journal of Risk and Financial Management

Authors: Aubain Hilaire Nzokem

Incorporating convex risk measures into multistage stochastic programming algorithms

JOURNAL ARTICLE published 26 September 2022 in Annals of Operations Research

Authors: Oscar Dowson | David P. Morton | Bernardo K. Pagnoncelli

Prediction of flood routing results in the Central Anatolian region of Türkiye with various machine learning models

JOURNAL ARTICLE published June 2023 in Stochastic Environmental Research and Risk Assessment

Authors: Okan Mert Katipoğlu | Metin Sarıgöl

Rare event probabilities in stochastic networks

JOURNAL ARTICLE published December 2008 in Central European Journal of Operations Research

Authors: A. A. Gouda | T. Szántai

A Test of Alternative Hierarchical Models of Psychological Climate: PCg, Satisfaction, or Common Method Variance?

JOURNAL ARTICLE published July 1999 in Organizational Research Methods

Authors: Christopher P. Parker

Convexity adjustment for constant maturity swaps in a multi-curve framework

JOURNAL ARTICLE published July 2018 in Annals of Operations Research

Authors: Nikolaos Karouzakis | John Hatgioannides | Kostas Andriosopoulos

Political districting: from classical models to recent approaches

JOURNAL ARTICLE published September 2011 in 4OR

Authors: Federica Ricca | Andrea Scozzari | Bruno Simeone

Stochastic radiotherapy appointment scheduling

JOURNAL ARTICLE published December 2022 in Central European Journal of Operations Research

Authors: Roland Braune | Walter J. Gutjahr | Petra Vogl

Sandwich Variance Estimation for random effect misspecification in Generalized Linear Mixed Models

JOURNAL ARTICLE published 28 December 2016 in GSTF Journal of Mathematics, Statistics and Operations Research

Authors: A.A. Sunethra | M. R. Sooriyarachchi

Stochastic cyclic flow lines: non-blocking, Markovian models

JOURNAL ARTICLE published 10 May 1998 in Journal of the Operational Research Society

Authors: T-E Lee | J-W Seo

Optimal halting policies in Markov population decision chains with constant risk posture

JOURNAL ARTICLE published November 2014 in Annals of Operations Research

Authors: Pelin G. Canbolat

Autoregressive conditional dynamic semivariance models with value-at-risk estimates

JOURNAL ARTICLE published 12 April 2024 in Annals of Operations Research

Authors: Sree Vinutha Venkataraman

Sharing delay costs in stochastic scheduling problems with delays

JOURNAL ARTICLE published December 2020 in 4OR

Research funded by Ministerio de Ciencia, Innovación y Universidades (MTM2017-87197-C3-1-P) | Consellería de Economía, Emprego e Industria, Xunta de Galicia (ED431C-2016-015)

Authors: J. C. Gonçalves-Dosantos | I. García-Jurado | J. Costa