Results for stochastic programming

Publications & Outputs

1. Robust and stochastic approaches to network capacity design under demand uncertainty

   Garuba, F., 06/2020, Lancaster University. 180 p.

   Research output: Thesis › Doctoral Thesis

2. A comparison of stochastic programming methods for portfolio level decision-making

   Graham, E., Jaki, T. & Harbron, C., 1/05/2020, In: Journal of Biopharmaceutical Statistics. 30, 3, p. 405-429 25 p.

   Research output: Contribution to Journal/Magazine › Journal article › peer-review

3. Scenario generation for single-period portfolio selection problems with tail risk measures: coping with high dimensions and integer variables

   Fairbrother, J., Turner, A. & Wallace, S., 2018, In: INFORMS Journal on Computing. 30, 3, p. 472-491 20 p.

   Research output: Contribution to Journal/Magazine › Journal article › peer-review

4. The airline long-haul fleet planning problem: The case of TAP service to/from Brazil

   Carreira, J., Lulli, G. & Antunes, A., 1/12/2017, In: European Journal of Operational Research. 263, 2, p. 639-651 13 p.

   Research output: Contribution to Journal/Magazine › Journal article › peer-review

5. Proper efficiency and tradeoffs in multiple criteria and stochastic optimization

   Engau, A., 2017, In: Mathematics of Operations Research. 42, 1, p. 119-134 16 p.

   Research output: Contribution to Journal/Magazine › Journal article › peer-review

6. The value of numerical models in quick response assortment planning

   Vaagen, H., Wallace, S. W. & Kaut, M., 2011, In: Production Planning and Control. 22, 3, p. 221-236 16 p.

   Research output: Contribution to Journal/Magazine › Journal article › peer-review

7. A study of demand stochasticity in service network design

   Lium, A-G., Crainic, T. G. & Wallace, S. W., 05/2009, In: Transportation Science. 43, 2, p. 144-157 14 p.

   Research output: Contribution to Journal/Magazine › Journal article › peer-review

8. Evaluation of scenario-generation methods for stochastic programming

   Kaut, M. & Wallace, S. W., 2007, In: Pacific Journal of Optimization. 3, 2, p. 257-271 15 p.

   Research output: Contribution to Journal/Magazine › Journal article › peer-review

9. A heuristic for moment-matching scenario generation

   Høyland, K., Kaut, M. & Wallace, S. W., 02/2003, In: Computational Optimization and Applications. 24, 2-3, p. 169-185 17 p.

   Research output: Contribution to Journal/Magazine › Journal article › peer-review