Volume 193, Issue 1

Search all Annals of Operations Research articles

March 2012

Applied Mathematical Programming and Modelling 2008

Issue Editors:

Georg Ch. Pflug,
R. Hochreiter

14 articles in this issue

Applied mathematical programming and modelling 2008
Georg C. Pflug
Ronald Hochreiter
OriginalPaper 09 November 2011 Pages: 1 - 2
Approximation and contamination bounds for probabilistic programs
Martin Branda
Jitka Dupačová
OriginalPaper 11 November 2010 Pages: 3 - 19
A framework for optimization under ambiguity
David Wozabal
OriginalPaper 09 November 2010 Pages: 21 - 47
Multivariate value at risk and related topics
András Prékopa
OriginalPaper 03 November 2010 Pages: 49 - 69
Hypergraphs as a mean of discovering the dependence structure of a discrete multivariate probability distribution
Tamás Szántai
Edith Kovács
OriginalPaper 06 November 2010 Pages: 71 - 90
A stochastic model for the daily coordination of pumped storage hydro plants and wind power plants
Maria Teresa Vespucci
Francesca Maggioni
Mario Innorta
OriginalPaper 27 July 2010 Pages: 91 - 105
A stochastic programming model for the optimal electricity market bid problem with bilateral contracts for thermal and combined cycle units
F.-Javier Heredia
Marcos J. Rider
Cristina Corchero
OriginalPaper 01 February 2011 Pages: 107 - 127
Heuristic optimisation in financial modelling
Manfred Gilli
Enrico Schumann
OriginalPaper 30 March 2011 Pages: 129 - 158
A stochastic programming model for the optimal issuance of government bonds
Andrea Consiglio
Alessandro Staino
OriginalPaper 29 May 2010 Pages: 159 - 172
HMM based scenario generation for an investment optimisation problem
Christina Erlwein
Gautam Mitra
Diana Roman
OriginalPaper 30 March 2011 Pages: 173 - 192
Multi-resource allocation in stochastic project scheduling
Wolfram Wiesemann
Daniel Kuhn
Berç Rustem
OriginalPaper 06 December 2008 Pages: 193 - 220
Stochastic optimization for real time service capacity allocation under random service demand
Christopher Dance
Alexei A. Gaivoronski
OriginalPaper Open access 10 February 2011 Pages: 221 - 253
The kidney exchange problem: How hard is it to find a donor?
Katarína Cechlárová
Vladimír Lacko
OriginalPaper 04 February 2010 Pages: 255 - 271
Complete voting systems with two classes of voters: weightedness and counting
Josep Freixas
Xavier Molinero
Salvador Roura
OriginalPaper 01 April 2011 Pages: 273 - 289

Volume 193, Issue 1

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