3 papers
math.OC2024
Assessing solution quality in risk-averse stochastic programs
E. Ruben van Beesten, Nick W. Koning, David P. Morton
In optimization problems, the quality of a candidate solution can be characterized by the optimality gap. For most stochastic optimization problems, this gap must be statistically…
q-fin.RM2024
Quantifying the degree of risk aversion of spectral risk measures
E. Ruben van Beesten
This paper introduces a quantitative notion of the degree of risk aversion of spectral risk measures. We define a family of degree functionals characterized by three axioms governi…
econ.GN2023
STraM: A strategic network design model for national freight transport decarbonization
Steffen Jaap Skotvoll Bakker, Jonas Martin, E. Ruben van Beesten +4
National freight transport models are valuable tools for assessing the impact of various policies and investments on achieving decarbonization targets under different future scenar…