Volume 292, Issue 2

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September 2020

Stochastic Optimization: Theory and Applications. Guest editor: Giorgio Consigli, Darinka Dentcheva, Francesca Maggioni

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17 articles in this issue

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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
Correction to: Preface: Stochastic optimization: theory and applications
Giorgio Consigli
Darinka Dentcheva
Francesca Maggioni
Correction 29 July 2020 Pages: 1001 - 1001

Volume 292, Issue 2

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