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Results for Stochastic programming

Publications & Outputs

  1. The impact of wind uncertainty on the strategic valuation of distributed electricity storage

    Crespo Del Granado, P., Wallace, S. W. & Pang, Z., 01/2016, In: Computational Management Science. 13, 1, p. 5-27 23 p.

    Research output: Contribution to journalJournal articlepeer-review

  2. The time slot allocation problem under uncertain capacity

    Corolli, L., Lulli, G. & Ntaimo, L., 09/2014, In: Transportation Research Part C: Emerging Technologies. 46, p. 16-29 14 p.

    Research output: Contribution to journalJournal articlepeer-review

  3. Airfreight forwarder’s shipment planning under uncertainty: a two-stage stochastic programming approach

    Van Hui, Y., Gao, J., Leung, L. & Wallace, S. W., 06/2014, In: Transportation Research Part E: Logistics and Transportation Review. 66, p. 83-102 20 p.

    Research output: Contribution to journalJournal articlepeer-review

  4. Stochastic service network design with rerouting

    Bai, R., Wallace, S. W., Li, J. & Chong, A. Y-L., 02/2014, In: Transportation Research Part B: Methodological. 60, p. 50-65 16 p.

    Research output: Contribution to journalJournal articlepeer-review

  5. Analyzing the quality of the expected value solution in stochastic programming

    Maggioni, F. & Wallace, S. W., 11/2012, In: Annals of Operations Research. 200, 1

    Research output: Contribution to journalJournal articlepeer-review

  6. An aggregate stochastic programming model for air traffic flow management

    Andreatta, G., Dell'Olmo, P. & Lulli, G., 16/12/2011, In: European Journal of Operational Research. 215, 3, p. 697-704 8 p.

    Research output: Contribution to journalJournal articlepeer-review

  7. Modelling consumer directed substitution

    Vaagen, H., Wallace, S. W. & Kaut, M., 12/2011, In: International Journal of Production Economics. 134, 2, p. 388-397

    Research output: Contribution to journalJournal articlepeer-review

  8. Correlations in stochastic programming: a case from stochastic service network design

    Lium, A-G., Crainic, T. G. & Wallace, S. W., 04/2007, In: Asia-Pacific Journal of Operational Research. 24, 2, p. 161-179 19 p.

    Research output: Contribution to journalJournal articlepeer-review

  9. Stochastic programming: potential hazards when random variables reflect market interaction

    Haugen, K. K. & Wallace, S. W., 02/2006, In: Annals of Operations Research. 142, 1, p. 121-127 7 p.

    Research output: Contribution to journalJournal articlepeer-review

  10. A branch-and-price algorithm for multistage stochastic integer programming with application to stochastic batch-sizing problems

    Lulli, G. & Sen, S., 1/06/2004, In: Management Science. 50, 6, p. 786-796 11 p.

    Research output: Contribution to journalJournal articlepeer-review

  11. Stochastic programming models in energy

    Wallace, S. W. & Fleten, S-E., 2003, Stochastic Programming . London, New York and Amsterdam: Elsevier, p. 637-677 41 p. ((Handbooks in Operations Research and Management Science)).

    Research output: Contribution in Book/Report/Proceedings - With ISBN/ISSNChapter

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