Michal Kaut
Michal Kaut
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Evaluation of scenario-generation methods for stochastic programming
M Kaut, SW Wallace
Pacific Journal of Optimization 3 (2), 257-271, 2007
A heuristic for moment-matching scenario generation
K Høyland, M Kaut, SW Wallace
Computational Optimization and Applications 24 (2-3), 169–185, 2003
Stability analysis of portfolio management with conditional value-at-risk
M Kaut, H Vladimirou, SW Wallace, SA Zenios
Quantitative Finance 7 (4), 397-409, 2007
Multi-horizon stochastic programming
M Kaut, KT Midthun, AS Werner, A Tomasgard, L Hellemo, M Fodstad
Computational Management Science 11 (1), 179-193, 2014
Shape-based scenario generation using copulas
M Kaut, SW Wallace
Computational Management Science 8 (1), 181-199, 2011
The impact of design uncertainty in engineer-to-order project planning
H Vaagen, M Kaut, SW Wallace
European Journal of Operational Research 261 (3), 1098-1109, 2017
A copula-based heuristic for scenario generation
M Kaut
Computational Management Science 11 (4), 503-516, 2014
Single source single-commodity stochastic network design
BK Thapalia, SW Wallace, M Kaut, TG Crainic
Computational Management Science 9 (1), 139-160, 2012
Modelling consumer-directed substitution
H Vaagen, SW Wallace, M Kaut
International Journal of Production Economics 134 (2), 388-397, 2011
Stochastic optimization models for a single-sink transportation problem
F Maggioni, M Kaut, L Bertazzi
Computational Management Science 6 (2), 251-267, 2009
A heuristic for generating scenario trees for multistage decision problems
K Høyland, M Kaut, W Stein
Humboldt-Universität zu Berlin, Mathematisch-Naturwissenschaftliche Fakultät …, 2001
Single-commodity network design with random edge capacities
BK Thapalia, TG Crainic, M Kaut, SW Wallace
European Journal of Operational Research 220 (2), 394-403, 2012
Hydropower bidding in a multi-market setting
EK Aasgård, SE Fleten, M Kaut, K Midthun, GA Perez-Valdes
Energy Systems 10 (3), 543-565, 2019
Single-Commodity Network Design with Stochastic Demand and Multiple Sources and Sinks
BK Thapalia, TG Crainic, M Kaut, SW Wallace
INFOR: Information Systems and Operational Research 49 (3), 193-211, 2011
Energy-efficient building retrofits: An assessment of regulatory proposals under uncertainty
P Rocha, M Kaut, AS Siddiqui
Energy 101, 278-287, 2016
Stochastic MIP modeling of a natural gas-powered industrial park
G Perez-Valdes, M Kaut, V Nørstebø, K Midthun
Energy Procedia 26, 74-81, 2012
Scenario tree generation for stochastic programming: Cases from finance
M Kaut
Fakultet for informasjonsteknologi, matematikk og elektroteknikk, 2003
Using inventory to handle risks in the supply of oil to Nepal.
BK Thapalia, SW Wallace, M Kaut
Int. J. Bus. Perform. Supply Chain Model. 1 (1), 41-60, 2009
Vehicle routing with space-and time-correlated stochastic travel times: evaluating the objective function
Z Guo, SW Wallace, M Kaut
INFORMS Journal on Computing 31 (4), 654-670, 2019
Stochastic energy market equilibrium modeling with multiple agents
KA Brekke, R Golombek, M Kaut, SAC Kittelsen, SW Wallace
Energy 134, 984-990, 2017
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