Maarten H. van der Vlerk
According to our database1, Maarten H. van der Vlerk authored at least 28 papers between 1993 and 2019.
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An approximation framework for two-stage ambiguous stochastic integer programs under mean-MAD information.
European Journal of Operational Research, 2019
Higher-order total variation bounds for expectations of periodic functions and simple integer recourse approximations.
Comput. Manag. Science, 2018
Assessing the Quality of Convex Approximations for Two-Stage Totally Unimodular Integer Recourse Models.
INFORMS Journal on Computing, 2017
A Convex Approximation for Two-Stage Mixed-Integer Recourse Models with a Uniform Error Bound.
SIAM Journal on Optimization, 2016
Total variation bounds on the expectation of periodic functions with applications to recourse approximations.
Math. Program., 2016
Convex Approximations for Totally Unimodular Integer Recourse Models: A Uniform Error Bound.
SIAM Journal on Optimization, 2015
Erratum to: Convex approximations for complete integer recourse models.
Math. Program., 2013
Collective adjustment of pension rights in ALM models.
Comput. Manag. Science, 2011
Convex approximations for a class of mixed-integer recourse models.
Annals OR, 2010
An ALM model for pension funds using integrated chance constraints.
Annals OR, 2010
Stochastic Programming with Simple Integer Recourse.
Proceedings of the Encyclopedia of Optimization, Second Edition, 2009
A two-stage model for a day-ahead paratransit planning problem.
Math. Meth. of OR, 2009
A dynamic service mechanic problem for a housing corporation.
Proceedings of the Seventh Cologne Twente Workshop on Graphs and Combinatorial Optimization, 2008
Simple integer recourse models: convexity and convex approximations.
Math. Program., 2006
Exact solutions to a class of stochastic generalized assignment problems.
European Journal of Operational Research, 2006
A Two-stage Model for a Day-ahead Paratransit Planning Problem.
Electronic Notes in Discrete Mathematics, 2006
Integrated Chance Constraints: Reduced Forms and an Algorithm.
Comput. Manag. Science, 2006
ALM Modeling for Dutch Pension Funds in an Era of Pension Reform.
Proceedings of the Operations Research, 2006
On multiple simple recourse models.
Math. Meth. of OR, 2005
Modification of Recourse Data for Mixed-Integer Recourse Models.
Proceedings of the Algorithms for Optimization with Incomplete Information, 2005
Convex approximations for complete integer recourse models.
Math. Program., 2004
Modeling Farmers' Response to Uncertain Rainfall in Burkina Faso: A Stochastic Programming Approach.
Operations Research, 2002
Stochastic integer programming: General models and algorithms.
Annals OR, 1999
Solving stochastic programs with integer recourse by enumeration: A framework using Gröbner basis reductions.
Math. Program., 1998
Modelling aspects of distributed processingin telecommunication networks.
Annals OR, 1998
An algorithm for the construction of convex hulls in simple integer recourse programming.
Annals OR, 1996
On the convex hull of the simple integer recourse objective function.
Annals OR, 1995
Stochastic programming with simple integer recourse.
Math. Program., 1993