A heuristic for generating scenario trees for multistage decision problems

Michal Kaut , Kjetil Høyland , Stein W. Wallace
Humboldt-Universität zu Berlin, Mathematisch-Naturwissenschaftliche Fakultät II, Institut für Mathematik

10
2001
Modeling with Stochastic Programming

Stein W. Wallace , Alan J. King

109
2012
Résolution d'un problème d'ordonnancement dynamique dans un contexte de livraison synchrone : cas trois produits

Yannick Frein , Bernard Penz , Lyès Benyoucef , Stein W. Wallace
Journal Européen des Systèmes Automatisés (JESA) 34 ( 10) 1253 -1276

1
2000
Supply Base Management

Bjørnar Aas , Stein W. Wallace
Nordic MPS 2004. The Ninth Meeting of the Nordic Section of the Mathematical Programming Society ( 014)

2004
Business analytics og big data - nye navn på gamle fag?

Stein W. Wallace , Jonas Andersson
Praktisk økonomi & finans 31 ( 03) 196 -201

2
2015
On scenario construction for stochastic shortest path problems in real road networks.

Michal Kaut , Stein W. Wallace , Yucheng Dong , Dongqing Zhang
arXiv: Signal Processing

7
2020
Stochastic equilibrium modeling: The Impact of Uncertainty on the European Energy Market

Rolf Golombek , Sverre A.C. Kittelsen , Michal Kaut , Kjell Arne Brekke
EcoMod2016

2016
The Impact of Uncertainty on the European Energy Market: A Scenario Aggregation Approach

Rolf Golombek , Sverre A.C. Kittelsen , Michal Kaut , Kjell Arne Brekke
Sustainable Energy Policy and Strategies for Europe,14th IAEE European Conference,October 28-31, 2014

2013
Planning for charters: A stochastic maritime fleet composition and deployment problem

Xin Wang , Kjetil Fagerholt , Stein W. Wallace
Omega-international Journal of Management Science 79 54 -66

28
2017
Appraising redundancy in facility layout

Yifei Zhao , Stein W. Wallace
International Journal of Production Research 54 ( 3) 665 -679

9
2016
Analyzing legal regulations in the Norwegian life insurance business using a multistage asset–liability management model

Kjetil Høyland , Stein W. Wallace
European Journal of Operational Research 134 ( 2) 293 -308

11
2001
Integrated Facility Layout Design and Flow Assignment Problem Under Uncertainty

Yifei Zhao , Stein W. Wallace
Informs Journal on Computing 26 ( 4) 798 -808

11
2014
Solving Hierarchical Stochastic Programs: Application to the Maritime Fleet Renewal Problem

Giovanni Pantuso , Kjetil Fagerholt , Stein W. Wallace
Informs Journal on Computing 27 ( 1) 89 -102

15
2015
Stochastic Network Design for Planning Scheduled Transportation Services: The Value of Deterministic Solutions

Xin Wang , Teodor Gabriel Crainic , Stein W. Wallace
Informs Journal on Computing 31 ( 1) 153 -170

10
2019
Scenario Generation for Single-Period Portfolio Selection Problems with Tail Risk Measures: Coping with High Dimensions and Integer Variables

Jamie Fairbrother , Amanda Turner , Stein W. Wallace
Informs Journal on Computing 30 ( 3) 472 -491

1
2018
Preprocessing in Stochastic Programming: The Case of Linear Programs

Stein W. Wallace , Roger J-B. Wets
Informs Journal on Computing 4 ( 1) 45 -59

26
1992
Vehicle Routing with Space- and Time-Correlated Stochastic Travel Times: Evaluating the Objective Function

Zhaoxia Guo , Stein W. Wallace , Michal Kaut
Informs Journal on Computing 31 ( 4) 654 -670

4
2019
Solving linear programs with multiple right-hand sides: Pricing and ordering schemes

Horand I. Gassmann , Stein W. Wallace
Annals of Operations Research 64 ( 1) 237 -259

10
1996
Feasibility in uncapacitated networks: The effect of individual arcs and nodes

Saied Ghannadan , Stein W. Wallace
Annals of Operations Research 64 ( 1) 197 -210

2
1996