Publications

Click on its title to read the abstract of a paper. In most cases, a working paper version can be downloaded or a DOI (Open Access) is provided.  

• Collective Adjustment of Pension Rights in ALM Models. Computational Management Science, 8(1-2):137-156, 2011, DOI. (with W.K. Klein Haneveld and M.H. Streutker)
• An ALM Model for Pension Funds using Integrated Chance Constraints. Annals of Operations Research, 177(1):47-63, 2010, DOI. (with W.K. Klein Haneveld and M.H. Streutker)
• Convex approximations for a class of mixed-integer recourse models. Annals of Operations Research, 177(1): 139-151, 2010, DOI.  
• Indexation of Dutch Pension Rights in Multistage Recourse ALM Models. IMA Journal of Management Mathematics, 21(2):131-148, 2010. DOI. (with W.K. Klein Haneveld and M.H. Streutker)
• A Dynamic Day-ahead Paratransit Planning Problem. IMA Journal of Management Mathematics, 21(2):195-211, 2010. DOI. (with M.L.A.G. Cremers and W.K. Klein Haneveld)
• Stochastic programming with simple integer recourse, in: C. Floudas and P. M. Pardalos (eds.), Encyclopedia of Optimization (2nd edition), DOI. Part 19, pages 3795-3797, DOI. Springer, 2009.
• A Two-stage Model for a Day-ahead Paratransit Planning Problem, Mathematical Methods of Operations Research, 69:323-341, 2009. DOI. (with M.L.A.G. Cremers and W.K. Klein Haneveld)
• Fast heuristics for a dynamic paratransit problem, 2008. SOM Research Report 08004, (with M.L.A.G. Cremers and W.K. Klein Haneveld)
• A dynamic service mechanic problem for a housing corporation, 2008. (with M.L.A.G. Cremers, J.A.S. Gromicho and W.K. Klein Haneveld)
• ALM modeling for Dutch pension funds in an era of pension reform. In K-H. Waldmann and U.M. Stocker, editors, Operations Research Proceedings 2006, pages 601:606, Springer, Berlin, 2007. DOI. (with W.K. Klein Haneveld and M.H. Streutker)
• Implementation of new regulatory rules in a multistage ALM model for Dutch pension funds. SOM Research Report 07005, 2007. (with W.K. Klein Haneveld and M.H. Streutker)
• Modeling ALM for Dutch Pension Funds. In: J. Safrankova and J. Pavlu (eds.), WDS'06 Proceedings of Contributed Papers: Part I - Mathematics and Computer Sciences, pages 100-105, Matfyzpress, Prague. (with W.K. Klein Haneveld and M.H. Streutker)
• Integrated chance constraints: reduced forms and an algorithm, Computational Management Science, 3(4):245-269, 2006. DOI. (with W.K. Klein Haneveld)
• A Two-stage Model for a Day-ahead Paratransit Planning Problem (abstract), Electronic Notes in Discrete Mathematics, 25:35, 2006. DOI. CTW2006 - Cologne-Twente Workshop on Graphs and Combinatorial Optimization. (with M.L.A.G. Cremers and W.K. Klein Haneveld)
• Simple Integer Recourse Models: Convexity and Convex Approximations, Mathematical Programming, 108(2-3):435 - 473, 2006. DOI.
  (with W.K. Klein Haneveld and L. Stougie)
  Previous version: SOM Research Report 04A21, 2004, and Stochastic Programming E-Print Series 2005-1.
• Exact Solutions to a Class of Stochastic Generalized Assignment Problems, European Journal of Operational Research, 173(2):465-487, 2006. DOI.
  (with M. Albareda-Sambola and E. Fernández)
  Previous version: SOM Research Report 02A11, 2002, and Stochastic Programming E-Print Series 2002-4.
• On multiple simple recourse models. Mathematical Methods of Operations Research 62(2):225 - 242, 2005. DOI.
• Modification of recourse data for mixed-integer recourse models, extended abstract of presentation, Dagstuhl Seminar 05031 Algorithms for Optimization with Incomplete Information, January 16 - 21, 2005.
• Convex approximations for complete integer recourse models, Mathematical Programming, 99(2):297-310, 2004. DOI.
• Simplification of recourse models by modification of recourse data. In K. Marti, Y. Ermoliev, and G. Pflug, editors, Dynamic Stochastic Optimization, pages 321-336. Springer, 2003. Lecture Notes in Economics and Mathematical Systems, vol. 532.
  Previous version: Stochastic Programming E-Print Series 2003-11.
• Integrated Chance Constraints in an ALM Model for Pension Funds, SOM Research Report 03A21, 2003, and Stochastic Programming E-Print Series 2003-13.
• Asset Liability Management modeling using multi-stage mixed-integer Stochastic Programming. In B. Scherer, editor, Asset and Liability Management Tools: A Handbook for Best Practice, chapter 16, pages 309-324. Risk Books, London, 2003. (with S.J. Drijver and W.K. Klein Haneveld)
  Previous version: SOM Research Report 00E52, 2000.
• Approximation in stochastic integer programming, to appear in D. Johnson, J.K. Lenstra, D. Shmoys (eds.) Handbook on Approximation and Heuristics, North-Holland. (with L. Stougie)
  Previous version: SOM Research Report 03A14, 2003, and Stochastic Programming E-Print Series 2003-12.
• ALM model for pension funds: numerical results for a protoype model, SOM Research Report 02A44, 2002. (with S.J. Drijver and W.K. Klein Haneveld)
• Modeling farmer's response to uncertain rainfall in Burkina Faso: a stochastic programming approach, Operations Research 50(3):399-414, 2002. DOI.
  (with A. Maatman, A. Ruijs and C. Schweigman)
  Previous version: SOM Research Report 98A13, 1998.
• Optimizing electricity distribution using two-stage integer recourse models, in: S. Uryasev and P. M. Pardalos (eds.) Stochastic Optimization: Algorithms and Applications, Kluwer Academic Publishers, 2001, pages 137-154, and SOM Research Report 00A26, 2000. (with W.K. Klein Haneveld)
• Stochastic Integer Programming: General models and algorithms, Annals of Operations Research, 85:39-57, 1999. (with W.K. Klein Haneveld)
• Solving stochastic programs with complete integer recourse: a framework using Groebner Bases , Mathematical Programming, 83(2):229-252, 1998. (with R. Schultz and L. Stougie)
• Modelling aspects of distributed processing in telecommunication networks, Annals of Operations Research, 82:161-184, 1998. (with A. Tomasgard, S. Dye, S.W. Wallace, J.A. Audestad, and L. Stougie)
• Stochastic Integer Programming, in: M. Dell'Amico, F. Maffioli and S. Martello (eds.), Annotated Bibliographies in Combinatorial Optimization, Chapter 9, 127-141, Wiley, 1997. (with L. Stougie)
• Convex approximations for stochastic programs with simple integer recourse, in: W.K. Klein Haneveld, O.J. Vrieze, and L.C.M. Kallenberg (eds.), Ten years LNMB: Ph.D. research and graduate courses of the Dutch Network for Operations Research, CWI Tract 122, CWI, Amsterdam, 357-365, 1997.
• Convex approximations for simple integer recourse models by perturbing the underlying distributions, SOM Research Report 97A19, 1997. (with W.K. Klein Haneveld and L. Stougie)
• Convex simple integer recourse models, SOM Research Report 97A10, 1997. (with W.K. Klein Haneveld and L. Stougie)
• An algorithm for the construction of convex hulls in simple integer recourse programming , Annals of Operations Research, 64:67-81, 1996. (with W.K. Klein Haneveld and L. Stougie)
• Two-stage stochastic integer programming: a survey , Statistica Neerlandica, 50(3):404-416, 1996. (with R. Schultz and L. Stougie)
• On the convex hull of the composition of a separable and a linear function , CORE Discussion Paper 9570, 1995. (with W.K. Klein Haneveld and L. Stougie)
• Stochastic Programming with Integer Recourse , PhD thesis, University of Groningen, The Netherlands, 1995. Repository of the University of Groningen.
• On the convex hull of the simple integer recourse objective function, Annals of Operations Research, 56:209-224, 1995. (with W.K. Klein Haneveld and L. stougie)
• On the expected value function of a simple integer recourse problem with random technology matrix , Journal of Computational and Applied Mathematics, 56:45-53, 1994. (with W.K. Klein Haneveld)
• Stochastic programming with simple integer recourse, Mathematical Programming, 61(3):301-325, 1993. (with F.V. Louveaux)
• Stochastic integer programming with simple recourse, Research Memorandum 455, Institute of Economic Research, University of Groningen, 1991. (with W.K. Klein Haneveld and L. stougie)