Items where Author is "Kaut, Michal"

Thapalia, Biju K and Crainic, Teodor G and Kaut, Michal and Wallace, S W (2012) Single-commodity network design with random edge capacities. European Journal of Operational Research, 220 (2). pp. 394-403. ISSN 0377-2217

Thapalia, Biju K and Wallace, Stein W and Kaut, Michal and Crainic, Teodor G (2012) Single source single-commodity stochastic network design. Computational Management Science, 9 (1). pp. 139-160. ISSN 1619-6988

Vaagen, Hajnalka and Wallace, Stein W and Kaut, Michal (2011) Modelling consumer directed substitution. International Journal of Production Economics, 134 (2). pp. 388-397. ISSN 0925-5273

Thapalia, Biju K and Crainic, Teodor G and Kaut, Michal and Wallace, Stein W. (2011) Single-commodity stochastic network design with multiple sources and sinks. Information Systems and Operational Research, 49 (3). pp. 193-211. ISSN 0315-5986

Kaut, Michal and Wallace, Stein W (2011) Shape-based scenario generation using copulas. Computational Management Science, 8 (1-2). pp. 181-199. ISSN 1619-6988

Vaagen, Hajnalka and Wallace, Stein W and Kaut, Michal (2011) The value of numerical models in quick response assortment planning. Production Planning and Control, 22 (3). pp. 221-236. ISSN 0953-7287

Thapalia, Biju K and Wallace, Stein W and Kaut, Michal (2009) Using inventory to handle risks in the supply of oil to Nepal. International Journal of Business Performance and Supply Chain Modelling, 1 (1). pp. 41-60. ISSN 1758-941X

Kaut, Michal and Wallace, Stein W (2007) Evaluation of scenario-generation methods for stochastic programming. Pacific Journal of Optimization, 3 (2). pp. 257-271.

Kaut, Michal and Vladimirou, Hercules and Wallace, Stein W and Zenios, Stavros (2007) Stability analysis of portfolio management with conditional value-at-risk. Quantitative Finance, 7 (4). pp. 397-409. ISSN 1469-7688

Høyland, Kjetil and Kaut, Michal and Wallace, S W (2003) A heuristic for moment-matching scenario generation. Computational Optimization and Applications, 24 (2-3). pp. 169-185. ISSN 0926-6003