Michal Kaut

发表

Erratum to: A copula-based heuristic for scenario generation

Michal Kaut, 2015, Comput. Manag. Sci..

Evaluation of scenario-generation methods for stochastic programming

Michal Kaut, Stein W. Wallace, S. Wallace, 2007 .

Using inventory to handle risks in the supply of oil to Nepal

Michal Kaut, Stein W. Wallace, Biju Kr. Thapalia, 2009, Int. J. Bus. Perform. Supply Chain Model..

Energy-efficient building retrofits: An assessment of regulatory proposals under uncertainty

Michal Kaut, Afzal S. Siddiqui, Paula Rocha, 2016 .

Assessing Production Assurance in a Natural Gas Network by Using Scenario Generation and Optimization

Michal Kaut, Lars Hellemo, Kjetil Trovik Midthun, 2015 .

A Heuristic for Moment-Matching Scenario Generation

Michal Kaut, Stein W. Wallace, Kjetil Høyland, 2003, Comput. Optim. Appl..

Single-Commodity Network Design with Stochastic Demand and Multiple Sources and Sinks

Teodor Gabriel Crainic, Michal Kaut, Stein W. Wallace, 2011, INFOR Inf. Syst. Oper. Res..

Scenario generation with distribution functions and correlations

Michal Kaut, Arnt-Gunnar Lium, Arnt-Gunnar Lium, 2015, Kybernetika.

Evaluation of scenario-generation methods for stochastic programming

Michal Kaut, Stein W. Wallace, S. Wallace, 2007 .

A Mockup Stochastic Program to Study the Impact of Design Uncertainty on ETO Shipbuilding Planning

Michal Kaut, Hajnalka Vaagen, 2015, APMS.

Single source single-commodity stochastic network design

Teodor Gabriel Crainic, Michal Kaut, Stein W. Wallace, 2011, Computational Management Science.

The impact of design uncertainty in engineer-to-order project planning

Michal Kaut, Hajnalka Vaagen, Stein W. Wallace, 2017, Eur. J. Oper. Res..

Hydropower bidding in a multi-market setting

Michal Kaut, Gerardo A. Pérez-Valdés, Stein-Erik Fleten, 2019 .

Stochastic MIP Modeling of a Natural Gas-Powered Industrial Park

Michal Kaut, Gerardo A. Pérez-Valdés, Vibeke Stærkebye Nørstebø, 2012 .

Multi-horizon stochastic programming

Michal Kaut, Asgeir Tomasgard, Lars Hellemo, 2014, Comput. Manag. Sci..

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

Michal Kaut, Zhaoxia Guo, Stein W. Wallace, 2019, INFORMS J. Comput..

Single-commodity network design with random edge capacities

Teodor Gabriel Crainic, Michal Kaut, Stein W. Wallace, 2012, Eur. J. Oper. Res..

Scenario tree generation for stochastic programming : cases from finance

Michal Kaut, 2003 .

Single-commodity stochastic network design with multiple sources and sinks

Teodor Gabriel Crainic, Michal Kaut, Stein W. Wallace, 2011 .

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

Michal Kaut, Yucheng Dong, Dongqing Zhang, 2020, Transportation Research Part E: Logistics and Transportation Review.

Energy Efficiency and Risk Management in Public Buildings - Requirement Analysis : D4.1

Javier M. Moguerza, Janis Stirna, Martin Henkel, 2011 .

Stochastic optimization models for a single-sink transportation problem

Michal Kaut, Luca Bertazzi, Francesca Maggioni, 2009, Comput. Manag. Sci..

Deliverable 5.1: Draft specifications for services and tools

Janis Stirna, Martin Henkel, Michal Kaut, 2012 .

Shape-based scenario generation using copulas

Michal Kaut, Stein W. Wallace, S. Wallace, 2011, Comput. Manag. Sci..

A copula-based heuristic for scenario generation

Michal Kaut, M. Kaut, 2014, Comput. Manag. Sci..

Scenario generation by selection from historical data

Michal Kaut, 2021, Comput. Manag. Sci..

Stochastic modelling of variable renewables in long-term energy models: Dataset, scenario generation & quality of results

Michal Kaut, Lars Hellemo, Pernille Seljom, 2021 .

The value of numerical models in quick response assortment planning

Michal Kaut, Hajnalka Vaagen, Stein W. Wallace, 2011 .

Stability analysis of a portfolio management model based on the conditional value-at-risk measure

Michal Kaut, Hercules Vladimirou, Stavros A. Zenios, 2003 .

Modelling consumer directed substitution

Michal Kaut, Hajnalka Vaagen, Stein W. Wallace, 2011 .

Stochastic energy market equilibrium modeling with multiple agents

Michal Kaut, Stein W. Wallace, Kjell Arne Brekke, 2017 .

Stability analysis of portfolio management with conditional value-at-risk

Michal Kaut, Hercules Vladimirou, Stavros A. Zenios, 2007 .

A heuristic for generating scenario trees for multistage decision problems

Michal Kaut, Stein W. Wallace, Kjetil Høyland, 2001 .

A C + + Modelling Environment for Stochastic Programming

Michal Kaut, Tim Helge Hultberg, Alan King, 2008 .