Maarten H. van der Vlerk

28 papers C 1Journal 24Unranked 2
YearRankTypeTitle / Venue / Authors
2019 J jnl
An approximation framework for two-stage ambiguous stochastic integer programs under mean-MAD information.
Eur. J. Oper. Res.
Krzysztof Postek, Ward Romeijnders, Dick den Hertog, Maarten H. van der Vlerk
2018 J jnl
Higher-order total variation bounds for expectations of periodic functions and simple integer recourse approximations.
Comput. Manag. Sci.
Niels van der Laan, Ward Romeijnders, Maarten H. van der Vlerk
2017 J jnl
Assessing the Quality of Convex Approximations for Two-Stage Totally Unimodular Integer Recourse Models.
INFORMS J. Comput.
Ward Romeijnders, David P. Morton, Maarten H. van der Vlerk
2016 J jnl
A Convex Approximation for Two-Stage Mixed-Integer Recourse Models with a Uniform Error Bound.
SIAM J. Optim.
Ward Romeijnders, Rüdiger Schultz, Maarten H. van der Vlerk, Willem K. Klein Haneveld
2016 J jnl
Total variation bounds on the expectation of periodic functions with applications to recourse approximations.
Math. Program.
Ward Romeijnders, Maarten H. van der Vlerk, Willem K. Klein Haneveld
2015 J jnl
Convex Approximations for Totally Unimodular Integer Recourse Models: A Uniform Error Bound.
SIAM J. Optim.
Ward Romeijnders, Maarten H. van der Vlerk, Willem K. Klein Haneveld
2013 J jnl
Erratum to: Convex approximations for complete integer recourse models.
Math. Program.
Maarten H. van der Vlerk
2011 J jnl
Collective adjustment of pension rights in ALM models.
Comput. Manag. Sci.
Willem K. Klein Haneveld, Matthijs H. Streutker, Maarten H. van der Vlerk
2010 J jnl
An ALM model for pension funds using integrated chance constraints.
Ann. Oper. Res.
Willem K. Klein Haneveld, Matthijs H. Streutker, Maarten H. van der Vlerk
2010 J jnl
Convex approximations for a class of mixed-integer recourse models.
Ann. Oper. Res.
Maarten H. van der Vlerk
2009 J jnl
A two-stage model for a day-ahead paratransit planning problem.
Math. Methods Oper. Res.
Maria L. A. G. Cremers, Willem K. Klein Haneveld, Maarten H. van der Vlerk
2009 — ch.
Stochastic Programming with Simple Integer Recourse.
Encyclopedia of Optimization
Maarten H. van der Vlerk
2008 C conf
A dynamic service mechanic problem for a housing corporation.
CTW
Maria L. A. G. Cremers, Joaquim A. S. Gromicho, Willem K. Klein Haneveld, Maarten H. van der Vlerk
2006 J jnl
A Two-stage Model for a Day-ahead Paratransit Planning Problem.
Electron. Notes Discret. Math.
Maria L. A. G. Cremers, Willem K. Klein Haneveld, Maarten H. van der Vlerk
2006 — conf
ALM Modeling for Dutch Pension Funds in an Era of Pension Reform.
OR
Willem K. Klein Haneveld, Matthijs H. Streutker, Maarten H. van der Vlerk
2006 J jnl
Exact solutions to a class of stochastic generalized assignment problems.
Eur. J. Oper. Res.
Maria Albareda-Sambola, Maarten H. van der Vlerk, Elena Fernández
2006 J jnl
Integrated Chance Constraints: Reduced Forms and an Algorithm.
Comput. Manag. Sci.
Willem K. Klein Haneveld, Maarten H. van der Vlerk
2006 J jnl
Simple integer recourse models: convexity and convex approximations.
Math. Program.
Willem K. Klein Haneveld, Leen Stougie, Maarten H. van der Vlerk
2005 — conf
Modification of Recourse Data for Mixed-Integer Recourse Models.
Algorithms for Optimization with Incomplete Information
Maarten H. van der Vlerk
2005 J jnl
On multiple simple recourse models.
Math. Methods Oper. Res.
Maarten H. van der Vlerk
2004 J jnl
Convex approximations for complete integer recourse models.
Math. Program.
Maarten H. van der Vlerk
2002 J jnl
Modeling Farmers' Response to Uncertain Rainfall in Burkina Faso: A Stochastic Programming Approach.
Oper. Res.
Arno Maatman, Caspar Schweigman, Arjan Ruijs, Maarten H. van der Vlerk
1999 J jnl
Stochastic integer programming: General models and algorithms.
Ann. Oper. Res.
Willem K. Klein Haneveld, Maarten H. van der Vlerk
1998 J jnl
Modelling aspects of distributed processingin telecommunication networks.
Ann. Oper. Res.
Asgeir Tomasgard, Jan A. Audestad, Shane Dye, Leen Stougie, Maarten H. van der Vlerk, Stein W. Wallace
1998 J jnl
Solving stochastic programs with integer recourse by enumeration: A framework using Gröbner basis reductions.
Math. Program.
Rüdiger Schultz, Leen Stougie, Maarten H. van der Vlerk
1996 J jnl
An algorithm for the construction of convex hulls in simple integer recourse programming.
Ann. Oper. Res.
Willem K. Klein Haneveld, Leen Stougie, Maarten H. van der Vlerk
1995 J jnl
On the convex hull of the simple integer recourse objective function.
Ann. Oper. Res.
Willem K. Klein Haneveld, Leen Stougie, Maarten H. van der Vlerk
1993 J jnl
Stochastic programming with simple integer recourse.
Math. Program.
François V. Louveaux, Maarten H. van der Vlerk