Volume 15, Issue 3-4

Search all Computational Management Science articles

October 2018

Special Issue: Special Issue to the Memory of Maarten H. van der Vlerk

Issue Editors:

David P. Morton,
Ward Romeijnders,
Rüdiger Schultz,
Leen Stougie

14 articles in this issue

The stochastic programming heritage of Maarten van der Vlerk
David P. Morton
Ward Romeijnders
Leen Stougie
Editorial 06 September 2018 Pages: 319 - 323
Higher-order total variation bounds for expectations of periodic functions and simple integer recourse approximations
Niels van der Laan
Ward Romeijnders
Maarten H. van der Vlerk
Original Paper Open access 17 May 2018 Pages: 325 - 349
Distributionally robust simple integer recourse
Weijun Xie
Shabbir Ahmed
Original Paper 17 May 2018 Pages: 351 - 367
Decision-dependent probabilities in stochastic programs with recourse
Lars Hellemo
Paul I. Barton
Asgeir Tomasgard
Original Paper Open access 11 August 2018 Pages: 369 - 395
Stochastic programs with binary distributions: structural properties of scenario trees and algorithms
Vit Prochazka
Stein W. Wallace
Original Paper 19 May 2018 Pages: 397 - 410
Strong convexity in risk-averse stochastic programs with complete recourse
Matthias Claus
Rüdiger Schultz
Kai Spürkel
Original Paper 01 August 2018 Pages: 411 - 429
Distributionally robust SDDP
A. B. Philpott
V. L. de Matos
L. Kapelevich
Original Paper 19 May 2018 Pages: 431 - 454
New solution approaches for the maximum-reliability stochastic network interdiction problem
Eli Towle
James Luedtke
Original Paper 16 June 2018 Pages: 455 - 477
On capacity expansion planning under strategic and operational uncertainties based on stochastic dominance risk averse management
Laureano F. Escudero
Juan F. Monge
Original Paper 30 May 2018 Pages: 479 - 500
A Progressive Hedging based branch-and-bound algorithm for mixed-integer stochastic programs
Semih Atakan
Suvrajeet Sen
Original Paper 05 June 2018 Pages: 501 - 540
A systematic approach for examining the impact of calibration uncertainty in disease modeling
Jing Voon Chen
Julia L. Higle
Michael Hintlian
Original Paper 04 August 2018 Pages: 541 - 561
An adaptive model with joint chance constraints for a hybrid wind-conventional generator system
Bismark Singh
David P. Morton
Surya Santoso
Original Paper 26 April 2018 Pages: 563 - 582
A fractional stochastic integer programming problem for reliability-to-stability ratio in forest harvesting
Miguel A. Lejeune
Janne Kettunen
Original Paper 24 April 2018 Pages: 583 - 597
Optimal insurance portfolios risk-adjusted performance through dynamic stochastic programming
Giorgio Consigli
Vittorio Moriggia
Lorenzo Mercuri
Original Paper 26 June 2018 Pages: 599 - 632

Volume 15, Issue 3-4

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