Výsledky vyhledávání

Approximate stochastic dynamic programming for hydroelectric production planning

Autor: Pascal Côté, Bernard F. Lamond, Luckny Zéphyr, Pascal Lang

Publikováno v: European Journal of Operational Research. 262:586-601

This paper presents a novel approach for approximate stochastic dynamic programming (ASDP) over a continuous state space when the optimization phase has a near-convex structure. The approach entails a simplicial partitioning of the state space. Bound

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_________::dfa0e34e0235e93676f5a79d3536f4fe
https://doi.org/10.1016/j.ejor.2017.03.050

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Controlled approximation of the value function in stochastic dynamic programming for multi-reservoir systems

Autor: Pascal Lang, Bernard F. Lamond, Luckny Zéphyr

Publikováno v: Computational Management Science. 12:539-557

We present a new approach for adaptive approximation of the value function in stochastic dynamic programming. Under convexity assumptions, our method is based on a simplicial partition of the state space. Bounds on the value function provide guidance

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_________::6455bfc4821ba19c4653a8258cf7324f
https://doi.org/10.1007/s10287-015-0242-1

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The Economic Impact of Environmentally Responsible Practices

Autor: Blanca Pérez-Gladish, Hajer Tebini, Bouchra M’Zali, Pascal Lang

Publikováno v: Corporate Social Responsibility and Environmental Management. 23:333-344

The objective of this paper is to present a dynamic analysis of the relationship between environmental (EP) and financial performance (FP). More precisely, we have analysed this relationship by considering the measurement of EP lagged by one, two, an

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_________::b45b1e7718be9a79cb1ee70ada2bd55b
https://doi.org/10.1002/csr.1383

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Measurement of U.S. Equity Mutual Funds’ Environmental Responsibility Attractiveness for an Individual Investor

Autor: Blanca Pérez-Gladish, Pascal Lang, Paz Méndez, Bouchra M’Zali

Publikováno v: Open Journal of Business and Management. :85-101

Socially responsible mutual funds, also known as socially responsible invested funds, are one of the main instruments of Socially Responsible Investment (SRI). The term “fund” is used to refer to a ready-made financial product where investor’s

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_________::d1c29085f84244a85a37cdd54e3b3b4a
https://doi.org/10.4236/ojbm.2014.22012

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Adaptive monitoring of the progressive hedging penalty for reservoir systems management

Autor: Pascal Lang, Luckny Zéphyr, Bernard F. Lamond

Publikováno v: Energy Systems. 5:307-322

Reservoir systems operations problems are in essence stochastic because of the uncertain nature of natural inflows. This leads to very large stochastic models that may not be easy to handle numerically. In this paper, we revisit the decomposition met

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_________::6d5dfbec421fb10b22b98199f717b783
https://doi.org/10.1007/s12667-013-0110-4

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Mutual Funds Efficiency Measurement under Financial and Social Responsibility Criteria

Autor: Pascal Lang, Blanca Pérez-Gladish, Bouchra M’Zali, Paz Méndez Rodríguez

Publikováno v: Journal of Multi-Criteria Decision Analysis. 20:109-125

Socially responsible investors pursue financial as well as nonfinancial goals. Whereas the role of financial criteria in investment decisions is well understood, much less is known on the influence of social responsibility considerations. This work s

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_________::0d8266d2b50b4fa5ec22a05003f68d4f
https://doi.org/10.1002/mcda.1494

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