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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: ThesisDoctoral 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 journalJournal article

  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 journalJournal article

  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 journalJournal article

  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 journalJournal article

  6. Cutting planes for a stochastic network loading problem

    Letchford, A., 07/2012. 1 p.

    Research output: Contribution to conference - Without ISBN/ISSN Conference paper

  7. 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 journalJournal article

  8. 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 journalJournal article

  9. 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 journalJournal article

  10. 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 journalJournal article