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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
685*2007
A heuristic for moment-matching scenario generation
K Høyland, M Kaut, SW Wallace
Computational Optimization and Applications 24 (2-3), 169–185, 2003
5392003
Multi-horizon stochastic programming
M Kaut, KT Midthun, AS Werner, A Tomasgard, L Hellemo, M Fodstad
Computational Management Science 11 (1), 179-193, 2014
1052014
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
98*2007
Shape-based scenario generation using copulas
M Kaut, SW Wallace
Computational Management Science 8 (1), 181-199, 2011
812011
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
702017
A copula-based heuristic for scenario generation
M Kaut
Computational Management Science 11, 503-516, 2014
532014
Hydropower bidding in a multi-market setting
EK Aasgård, SE Fleten, M Kaut, K Midthun, GA Perez-Valdes
Energy Systems 10, 543-565, 2019
452019
Single source single-commodity stochastic network design
BK Thapalia, SW Wallace, M Kaut, TG Crainic
Computational Management Science 9, 139-160, 2012
452012
Modelling consumer-directed substitution
H Vaagen, SW Wallace, M Kaut
International Journal of Production Economics 134 (2), 388-397, 2011
412011
Stochastic optimization models for a single-sink transportation problem
F Maggioni, M Kaut, L Bertazzi
Computational Management Science 6, 251-267, 2009
352009
A heuristic for generating scenario trees for multistage decision problems
K Høyland, M Kaut, W Stein
Humboldt-Universität zu Berlin, Mathematisch-Naturwissenschaftliche Fakultät …, 2001
302001
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
282012
Stochastic modelling of variable renewables in long-term energy models: Dataset, scenario generation & quality of results
P Seljom, L Kvalbein, L Hellemo, M Kaut, MM Ortiz
Energy 236, 121415, 2021
262021
Energy-efficient building retrofits: An assessment of regulatory proposals under uncertainty
P Rocha, M Kaut, AS Siddiqui
Energy 101, 278-287, 2016
262016
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
262011
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
212019
Scenario generation by selection from historical data
M Kaut
Computational Management Science 18 (3), 411-429, 2021
192021
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
132012
On scenario construction for stochastic shortest path problems in real road networks
D Zhang, SW Wallace, Z Guo, Y Dong, M Kaut
Transportation Research Part E: Logistics and Transportation Review 152, 102410, 2021
122021
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