| Evaluation of scenario-generation methods for stochastic programming M Kaut, SW Wallace Pacific Journal of Optimization 3 (2), 257-271, 2007 | 732* | 2007 |
| A heuristic for moment-matching scenario generation K Høyland, M Kaut, SW Wallace Computational Optimization and Applications 24 (2-3), 169–185, 2003 | 563 | 2003 |
| Multi-horizon stochastic programming M Kaut, KT Midthun, AS Werner, A Tomasgard, L Hellemo, M Fodstad Computational Management Science 11 (1), 179-193, 2014 | 115 | 2014 |
| 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 | 110 | 2007 |
| Shape-based scenario generation using copulas M Kaut, SW Wallace Computational Management Science 8 (1), 181-199, 2011 | 92 | 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 | 77 | 2017 |
| A copula-based heuristic for scenario generation M Kaut Computational Management Science 11, 503-516, 2014 | 68 | 2014 |
| Hydropower bidding in a multi-market setting EK Aasgård, SE Fleten, M Kaut, K Midthun, GA Perez-Valdes Energy Systems 10, 543-565, 2019 | 52 | 2019 |
| Single source single-commodity stochastic network design BK Thapalia, SW Wallace, M Kaut, TG Crainic Computational Management Science 9, 139-160, 2012 | 46 | 2012 |
| Modelling consumer-directed substitution H Vaagen, SW Wallace, M Kaut International Journal of Production Economics 134 (2), 388-397, 2011 | 42 | 2011 |
| Stochastic optimization models for a single-sink transportation problem F Maggioni, M Kaut, L Bertazzi Computational Management Science 6, 251-267, 2009 | 40 | 2009 |
| 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 | 36 | 2021 |
| 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 | 31 | 2019 |
| A heuristic for generating scenario trees for multistage decision problems K Høyland, M Kaut, W Stein Humboldt-Universität zu Berlin, Mathematisch-Naturwissenschaftliche Fakultät …, 2001 | 30 | 2001 |
| Scenario generation by selection from historical data M Kaut Computational Management Science 18 (3), 411-429, 2021 | 28 | 2021 |
| 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 | 28 | 2012 |
| Energy-efficient building retrofits: An assessment of regulatory proposals under uncertainty P Rocha, M Kaut, AS Siddiqui Energy 101, 278-287, 2016 | 27 | 2016 |
| 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 | 27 | 2011 |
| Patient-tailored levothyroxine dosage with pharmacokinetic/pharmacodynamic modeling: a novel approach after total thyroidectomy VH Brun, AH Eriksen, R Selseth, K Johansson, R Vik, B Davidsen, M Kaut, ... Thyroid 31 (9), 1297-1304, 2021 | 13 | 2021 |
| 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 | 13 | 2021 |
Teodor Gabriel CrainicESG, UQAM and CIRRELTVerified email at cirrelt.ca
