dynamic stochastic programming Recently Published Documents

A dynamic stochastic programming approach for open-pit mine planning with geological and commodity price uncertainty

Resources Policy ◽

10.1016/j.resourpol.2019.101570 ◽

2020 ◽

Vol 65 ◽

pp. 101570 ◽

Cited By ~ 3

Author(s):

Adrien Rimélé ◽

Roussos Dimitrakopoulos ◽

Michel Gamache

Keyword(s):

Stochastic Programming ◽

Commodity Price ◽

Open Pit Mine ◽

Mine Planning ◽

Open Pit ◽

Programming Approach ◽

Price Uncertainty ◽

Lignin valorization process control under feedstock uncertainty through a dynamic stochastic programming approach

Reaction Chemistry & Engineering ◽

10.1039/c9re00176j ◽

2019 ◽

Vol 4 (10) ◽

pp. 1740-1747

Author(s):

Hanxi Bao ◽

Zhiqiang Zhou ◽

Georgios Kotsalis ◽

Guanghui Lan ◽

Zhaohui Tong

Keyword(s):

Stochastic Programming ◽

Process Control ◽

Programming Approach ◽

Lignin Valorization ◽

Herein we address the feedstock uncertainty for a robust lignin valorization process through a dynamic stochastic programming approach.

Optimal insurance portfolios risk-adjusted performance through dynamic stochastic programming

Computational Management Science ◽

10.1007/s10287-018-0328-7 ◽

2018 ◽

Vol 15 (3-4) ◽

pp. 599-632 ◽

Cited By ~ 1

Author(s):

Giorgio Consigli ◽

Vittorio Moriggia ◽

Sebastiano Vitali ◽

Lorenzo Mercuri

Keyword(s):

Stochastic Programming ◽

Optimal Insurance ◽

Optimal Financial Decision Making under Uncertainty - International Series in Operations Research & Management Science ◽

Stabilizing Implementable Decisions in Dynamic Stochastic Programming

10.1007/978-3-319-41613-7_8 ◽

2016 ◽

pp. 177-200

Author(s):

Michael A. H. Dempster ◽

Elena A. Medova ◽

Yee Sook Yong

Keyword(s):

Stochastic Programming ◽

A Dynamic Stochastic Programming model of crop rotation choice to test the adoption of long rotation under price and production risks

European Journal of Operational Research ◽

10.1016/j.ejor.2015.12.025 ◽

2016 ◽

Vol 252 (1) ◽

pp. 270-279 ◽

Cited By ~ 8

Author(s):

Aude Ridier ◽

Karim Chaib ◽

Caroline Roussy

Keyword(s):

Stochastic Programming ◽

Crop Rotation ◽

Programming Model ◽

Stochastic Programming Model ◽

Dynamic Stochastic ◽

Production Risks

Stabilizing Implementable Decisions in Dynamic Stochastic Programming

SSRN Electronic Journal ◽

10.2139/ssrn.2545992 ◽

2015 ◽

Author(s):

M. A. H. Dempster ◽

Elena Medova

Keyword(s):

Stochastic Programming ◽

2014 IEEE Conference on Computational Intelligence for Financial Engineering & Economics (CIFEr) ◽

Dynamic stochastic programming tools for individual asset liability management

10.1109/cifer.2014.6924044 ◽

2014 ◽

Author(s):

M. A. H. Dempster

Keyword(s):

Stochastic Programming ◽

Asset Liability Management ◽

Liability Management ◽

Programming Tools ◽

Dynamic Stochastic ◽

Individual Asset

Comparison of Sampling Methods for Dynamic Stochastic Programming

SSRN Electronic Journal ◽

10.2139/ssrn.2543500 ◽

2014 ◽

Author(s):

M. A. H. Dempster ◽

Elena Medova

Keyword(s):

Stochastic Programming ◽

Sampling Methods ◽

The Kelly Capital Growth Investment Criterion - World Scientific Handbook in Financial Economics Series ◽

Lifetime Portfolio Selection by Dynamic Stochastic Programming

10.1142/9789814293501_0031 ◽

2011 ◽

pp. 465-472

Author(s):

Paul A. Samuelson

Keyword(s):

Stochastic Programming ◽

Portfolio Selection ◽