1. Stochastic optimization: theory and applications

   • Giorgio Consigli
   • Darinka Dentcheva
   • Francesca Maggioni

   STOCHASTIC OPTIMIZATION: THEORY AND APPLICATIONS SI IN MEMORY OF M.I.BERTOCCHI 14 July 2020 Pages: 575 - 580

2. On the number of stages in multistage stochastic programs

   • Giovanni Pantuso
   • Trine K. Boomsma

   S.I.: Stochastic Optimization:Theory&Applications in Memory of M.Bertocchi 26 February 2019 Pages: 581 - 603

   

3. Bounds in multi-horizon stochastic programs

   • Francesca Maggioni
   • Elisabetta Allevi
   • Asgeir Tomasgard

   S.I.: Stochastic Optimization: Theory & Applications in Memory of M.Bertocchi 29 April 2019 Pages: 605 - 625

   

4. Equivalence between time consistency and nested formula

   • Henri Gérard
   • Michel De Lara
   • Jean-Philippe Chancelier

   S.I.: Stochastic Optimization:Theory&Applications in Memory of M.Bertocchi 29 May 2019 Pages: 627 - 647

   

5. A combined SDDP/Benders decomposition approach with a risk-averse surface concept for reservoir operation in long term power generation planning

   • Andre Luiz Diniz
   • Maria Elvira P. Maceira
   • Debora Dias J. Penna

   S.I. : Stochastic Optimization:Theory&Applications in Memory of M.Bertocchi 26 October 2019 Pages: 649 - 681

   

6. Solving joint chance constrained problems using regularization and Benders’ decomposition

   • Lukáš Adam
   • Martin Branda
   • René Henrion

   S.I.: Stochastic Optimization:Theory&Applications in Memory of M.Bertocchi 08 November 2018 Pages: 683 - 709

   

7. The stochastic opportunistic replacement problem, part III: improved bounding procedures

   • Efraim Laksman
   • Ann-Brith Strömberg
   • Michael Patriksson

   S.I.: Stochastic Optimization:Theory&Applications in Memory of M.Bertocchi Open access 05 June 2019 Pages: 711 - 733

   

8. Multi-stage emissions management of a steel company

   • František Zapletal
   • Martin Šmíd
   • Miloš Kopa

   S.I.: Stochastic Optimization:Theory&Applications in Memory of M.Bertocchi. 12 March 2019 Pages: 735 - 751

   

9. Balancing supply and demand in the presence of renewable generation via demand response for electric water heaters

   • Adham I. Tammam
   • Miguel F. Anjos
   • Michel Gendreau

   S.I.: Stochastic Optimization:Theory&Applications in Memory of M.Bertocchi Open access 31 March 2020 Pages: 753 - 770

   

10. The distortion principle for insurance pricing: properties, identification and robustness

    • Debora Daniela Escobar
    • Georg Ch. Pflug

    S.I.: Stochastic Optimization:Theory&Applications in Memory of M.Bertocchi Open access 20 December 2018 Pages: 771 - 794

    

11. On the singular control of exchange rates

    • Giorgio Ferrari
    • Tiziano Vargiolu

    S.I.: Stochastic Optimization: Theory & Applications in Memory of M. Bertocchi 29 October 2019 Pages: 795 - 832

    

12. Joint tails impact in stochastic volatility portfolio selection models

    • Marco Bonomelli
    • Rosella Giacometti
    • Sergio Ortobelli Lozza

    S.I.: Stochastic Optimization: Theory & Applications in Memory of M. Bertocchi 15 February 2020 Pages: 833 - 848

    

13. A copula-based scenario tree generation algorithm for multiperiod portfolio selection problems

    • Zhe Yan
    • Zhiping Chen
    • Ming Jin

    S.I.: Stochastic Optimization:Theory&Applications in Memory of M.Bertocchi 28 January 2019 Pages: 849 - 881

    

14. Enhanced index tracking with CVaR-based ratio measures

    • Gianfranco Guastaroba
    • Renata Mansini
    • M. Grazia Speranza

    S.I.: Stochastic Optimization:Theory&Applications in Memory of M.Bertocchi Open access 30 January 2020 Pages: 883 - 931

    

15. Developing new portfolio strategies by aggregation

    • Giovanni Bonaccolto
    • Sandra Paterlini

    S.I.: Stochastic Optimization:Theory & Applications in Memory of M.Bertocchi 03 April 2019 Pages: 933 - 971

    

16. Long-term individual financial planning under stochastic dominance constraints

    • Giorgio Consigli
    • Vittorio Moriggia
    • Sebastiano Vitali

    S.I.: Stochastic Optimization:Theory & Applications in Memory of M.Bertocchi 08 May 2019 Pages: 973 - 1000

    

17. Correction to: Preface: Stochastic optimization: theory and applications

    • Giorgio Consigli
    • Darinka Dentcheva
    • Francesca Maggioni

    Correction 29 July 2020 Pages: 1001 - 1001