Michal Kaut
Michal Kaut
Verified email at sintef.no - Homepage
Title
Cited by
Cited by
Year
Evaluation of scenario-generation methods for stochastic programming
M Kaut, SW Wallace
Pacific Journal of Optimization 3 (2), 257-271, 2007
524*2007
A heuristic for moment-matching scenario generation
K Høyland, M Kaut, SW Wallace
Computational Optimization and Applications 24 (2-3), 169–185, 2003
4362003
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
77*2007
Shape-based scenario generation using copulas
M Kaut, SW Wallace
Computational Management Science 8 (1), 181-199, 2011
612011
Multi-horizon stochastic programming
M Kaut, KT Midthun, AS Werner, A Tomasgard, L Hellemo, M Fodstad
Computational Management Science 11 (1-2), 179-193, 2014
482014
Single source single-commodity stochastic network design
BK Thapalia, SW Wallace, M Kaut, TG Crainic
Computational Management Science 9 (1), 139-160, 2012
342012
A copula-based heuristic for scenario generation
M Kaut
Computational Management Science 11 (4), 503-516, 2014
302014
Stochastic optimization models for a single-sink transportation problem
F Maggioni, M Kaut, L Bertazzi
Computational Management Science 6 (2), 251-267, 2009
302009
A heuristic for generating scenario trees for multistage decision problems
K Høyland, M Kaut, SW Wallace
Humboldt-Universität zu Berlin, Mathematisch-Naturwissenschaftliche Fakultät …, 2001
262001
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
252017
Modelling consumer-directed substitution
H Vaagen, SW Wallace, M Kaut
International Journal of Production Economics 134 (2), 388-397, 2011
252011
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
242011
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
212012
Energy-efficient building retrofits: An assessment of regulatory proposals under uncertainty
P Rocha, M Kaut, AS Siddiqui
Energy 101, 278-287, 2016
142016
Scenario tree generation for stochastic programming: Cases from finance
M Kaut
Fakultet for informasjonsteknologi, matematikk og elektroteknikk, 2003
122003
Stochastic MIP modeling of a natural gas-powered industrial park
G Pérez-Valdés, M Kaut, V Nørstebø, K Midthun
Energy Procedia 26, 74-81, 2012
112012
Using inventory to handle risks in the supply of oil to Nepal
BK Thapalia, SW Wallace, M Kaut
International Journal of Business Performance and Supply Chain Modelling 1 …, 2009
102009
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
82019
The value of numerical models in quick response assortment planning
H Vaagen, SW Wallace, M Kaut
Production Planning & Control 22 (3), 221-236, 2011
72011
BLOMST—An optimization model for the bioenergy supply chain
M Kaut, R Egging, T Flatberg, KT Uggen
Handbook of Bioenergy, 37-66, 2015
62015
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Articles 1–20