endogenous uncertainty Latest Research Papers

A stochastic programming model with endogenous uncertainty for selecting supplier development programs to proactively mitigate supplier risk

Omega ◽

10.1016/j.omega.2021.102542 ◽

2022 ◽

Vol 107 ◽

pp. 102542

Author(s):

Rui Zhou ◽

Tanveer Hossain Bhuiyan ◽

Hugh R. Medal ◽

Michael D. Sherwin ◽

Dong Yang

Keyword(s):

Stochastic Programming ◽

Programming Model ◽

Supplier Development ◽

Development Programs ◽

Endogenous Uncertainty ◽

Stochastic Programming Model ◽

Supplier Risk

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Condition-based maintenance optimization via stochastic programming with endogenous uncertainty

Computers & Chemical Engineering ◽

10.1016/j.compchemeng.2021.107550 ◽

2021 ◽

pp. 107550

Author(s):

Egidio Leo ◽

Sebastian Engell

Keyword(s):

Stochastic Programming ◽

Condition Based Maintenance ◽

Maintenance Optimization ◽

Endogenous Uncertainty

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Using time-varying volatility for identification in Vector Autoregressions: An application to endogenous uncertainty

Journal of Econometrics ◽

10.1016/j.jeconom.2021.07.001 ◽

2021 ◽

Author(s):

Andrea Carriero ◽

Todd E. Clark ◽

Massimiliano Marcellino

Keyword(s):

Time Varying ◽

Vector Autoregressions ◽

Endogenous Uncertainty

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Distributionally robust optimization under endogenous uncertainty with an application in retrofitting planning

European Journal of Operational Research ◽

10.1016/j.ejor.2021.07.013 ◽

2021 ◽

Author(s):

Xuan Vinh Doan

Keyword(s):

Robust Optimization ◽

Distributionally Robust Optimization ◽

Endogenous Uncertainty ◽

Distributionally Robust

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A node formulation for multistage stochastic programs with endogenous uncertainty

Computational Management Science ◽

10.1007/s10287-021-00390-z ◽

2021 ◽

Author(s):

Giovanni Pantuso

Keyword(s):

Endogenous Uncertainty ◽

Stochastic Programs ◽

Multistage Stochastic Programs

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Common priors under endogenous uncertainty

Journal of Economic Theory ◽

10.1016/j.jet.2021.105254 ◽

2021 ◽

pp. 105254

Author(s):

Pierfrancesco Guarino ◽

Elias Tsakas

Keyword(s):

Endogenous Uncertainty

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Multistage robust mixed-integer optimization under endogenous uncertainty

European Journal of Operational Research ◽

10.1016/j.ejor.2021.01.048 ◽

2021 ◽

Author(s):

Wei Feng ◽

Yiping Feng ◽

Qi Zhang

Keyword(s):

Mixed Integer ◽

Integer Optimization ◽

Mixed Integer Optimization ◽

Endogenous Uncertainty

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Restoration Strategy for Active Distribution Systems Considering Endogenous Uncertainty in Cold Load Pickup

IEEE Transactions on Smart Grid ◽

10.1109/tsg.2021.3120555 ◽

2021 ◽

pp. 1-1

Author(s):

Yujia Li ◽

Wei Sun ◽

Wenqian Yin ◽

Shunbo Lei ◽

Yunhe Hou

Keyword(s):

Distribution Systems ◽

Endogenous Uncertainty

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A unified framework for adjustable robust optimization with endogenous uncertainty

AIChE Journal ◽

10.1002/aic.17047 ◽

2020 ◽

Vol 66 (12) ◽

Author(s):

Qi Zhang ◽

Wei Feng

Keyword(s):

Robust Optimization ◽

Unified Framework ◽

Endogenous Uncertainty ◽

Adjustable Robust Optimization

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Some matheuristic algorithms for multistage stochastic optimization models with endogenous uncertainty and risk management

European Journal of Operational Research ◽

10.1016/j.ejor.2020.02.046 ◽

2020 ◽

Vol 285 (3) ◽

pp. 988-1001 ◽

Cited By ~ 1

Author(s):

Laureano F. Escudero ◽

M. Araceli Garín ◽

Juan F. Monge ◽

Aitziber Unzueta

Keyword(s):

Risk Management ◽

Stochastic Optimization ◽

Optimization Models ◽

Endogenous Uncertainty ◽

Multistage Stochastic Optimization

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endogenous uncertainty
Recently Published Documents

TOTAL DOCUMENTS

H-INDEX

A stochastic programming model with endogenous uncertainty for selecting supplier development programs to proactively mitigate supplier risk

Condition-based maintenance optimization via stochastic programming with endogenous uncertainty

Using time-varying volatility for identification in Vector Autoregressions: An application to endogenous uncertainty

Distributionally robust optimization under endogenous uncertainty with an application in retrofitting planning

A node formulation for multistage stochastic programs with endogenous uncertainty

Common priors under endogenous uncertainty

Multistage robust mixed-integer optimization under endogenous uncertainty

Restoration Strategy for Active Distribution Systems Considering Endogenous Uncertainty in Cold Load Pickup

A unified framework for adjustable robust optimization with endogenous uncertainty

Some matheuristic algorithms for multistage stochastic optimization models with endogenous uncertainty and risk management

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endogenous uncertaintyRecently Published Documents

TOTAL DOCUMENTS

H-INDEX

A stochastic programming model with endogenous uncertainty for selecting supplier development programs to proactively mitigate supplier risk

Condition-based maintenance optimization via stochastic programming with endogenous uncertainty

Using time-varying volatility for identification in Vector Autoregressions: An application to endogenous uncertainty

Distributionally robust optimization under endogenous uncertainty with an application in retrofitting planning

A node formulation for multistage stochastic programs with endogenous uncertainty

Common priors under endogenous uncertainty

Multistage robust mixed-integer optimization under endogenous uncertainty

Restoration Strategy for Active Distribution Systems Considering Endogenous Uncertainty in Cold Load Pickup

A unified framework for adjustable robust optimization with endogenous uncertainty

Some matheuristic algorithms for multistage stochastic optimization models with endogenous uncertainty and risk management

endogenous uncertainty
Recently Published Documents