| nr |
titel |
auteur |
tijdschrift |
jaar |
jaarg. |
afl. |
pagina('s) |
type |
| 1 |
A combined SDDP/Benders decomposition approach with a risk-averse surface concept for reservoir operation in long term power generation planning
|
Diniz, Andre Luiz
|
|
|
292 |
2 |
p. 649-681
|
artikel
|
| 2 |
A copula-based scenario tree generation algorithm for multiperiod portfolio selection problems
|
Yan, Zhe
|
|
|
292 |
2 |
p. 849-881
|
artikel
|
| 3 |
Balancing supply and demand in the presence of renewable generation via demand response for electric water heaters
|
Tammam, Adham I.
|
|
|
292 |
2 |
p. 753-770
|
artikel
|
| 4 |
Bounds in multi-horizon stochastic programs
|
Maggioni, Francesca
|
|
|
292 |
2 |
p. 605-625
|
artikel
|
| 5 |
Correction to: Preface: Stochastic optimization: theory and applications
|
Consigli, Giorgio
|
|
|
292 |
2 |
p. 1001
|
artikel
|
| 6 |
Developing new portfolio strategies by aggregation
|
Bonaccolto, Giovanni
|
|
|
292 |
2 |
p. 933-971
|
artikel
|
| 7 |
Enhanced index tracking with CVaR-based ratio measures
|
Guastaroba, Gianfranco
|
|
|
292 |
2 |
p. 883-931
|
artikel
|
| 8 |
Equivalence between time consistency and nested formula
|
Gérard, Henri
|
|
|
292 |
2 |
p. 627-647
|
artikel
|
| 9 |
Joint tails impact in stochastic volatility portfolio selection models
|
Bonomelli, Marco
|
|
|
292 |
2 |
p. 833-848
|
artikel
|
| 10 |
Long-term individual financial planning under stochastic dominance constraints
|
Consigli, Giorgio
|
|
|
292 |
2 |
p. 973-1000
|
artikel
|
| 11 |
Multi-stage emissions management of a steel company
|
Zapletal, František
|
|
|
292 |
2 |
p. 735-751
|
artikel
|
| 12 |
On the number of stages in multistage stochastic programs
|
Pantuso, Giovanni
|
|
|
292 |
2 |
p. 581-603
|
artikel
|
| 13 |
On the singular control of exchange rates
|
Ferrari, Giorgio
|
|
|
292 |
2 |
p. 795-832
|
artikel
|
| 14 |
Solving joint chance constrained problems using regularization and Benders’ decomposition
|
Adam, Lukáš
|
|
|
292 |
2 |
p. 683-709
|
artikel
|
| 15 |
Stochastic optimization: theory and applications
|
Consigli, Giorgio
|
|
|
292 |
2 |
p. 575-580
|
artikel
|
| 16 |
The distortion principle for insurance pricing: properties, identification and robustness
|
Escobar, Debora Daniela
|
|
|
292 |
2 |
p. 771-794
|
artikel
|
| 17 |
The stochastic opportunistic replacement problem, part III: improved bounding procedures
|
Laksman, Efraim
|
|
|
292 |
2 |
p. 711-733
|
artikel
|
Tijdschrift beschrijving