Michal Kaut

me
Jobs:
researcher at SINTEF, Trondheim, Norway (permanent position)
CV:
available in pdf format
Email:
Other:
contacts

Fields of interest:

Published/accepted papers:

For citation counts and indices, see my Google Scholar profile.

 
Energy-Efficient Building Retrofits: An Assessment of Regulatory Proposals under Uncertainty
 
BLOMST – An Optimization Model for the Bioenergy Supply Chain
 
A Mockup Stochastic Program to Study the Impact of Design Uncertainty on ETO Shipbuilding Planning
 
Assessing Production Assurance in a Natural Gas Network by Using Scenario Generation and Optimization
 
Scenario generation with distribution functions and correlations
 
A copula-based heuristic for scenario generation
 
Multi-horizon stochastic programming
 
Stochastic MIP Modeling of a Natural Gas-Powered Industrial Park
 
Scenario-Tree Generation
 
Single-commodity network design with random edge capacities
 
Single-Commodity Stochastic Network Design with Multiple Sources and Sinks
 
Single source single-commodity stochastic network design
 
The value of numerical models in quick response assortment planning
 
Modelling consumer directed substitution
 
Using inventory to handle risks in the supply of oil to Nepal
 
Shape-based Scenario Generation using Copulas
 
COIN-OR Tools for Stochastic Programming
 
Stochastic Optimization Models for a Single-Sink Transportation Problem
 
Stability analysis of portfolio management with conditional value-at-risk
 
Evaluation of scenario-generation methods for stochastic programming
 
A Heuristic for Moment-matching Scenario Generation

Working papers:

 
Stochastic model for short-term balancing of supply and consumption of electricity May 2015
 
A C++ Modelling Environment for Stochastic Programming October 2008
 
Non-recombining trees for pricing of multi-variate options March 2003

PhD thesis:

 
Scenario tree generation in stochastic programming: Cases from finance

Selected presentations/talks:

A Copula-based Scenario Generation Heuristic,
NTNU, Trondheim, Norway, September 2011. (PDF)
Scenario Generation for Stochastic Programming – Introduction and selected methods,
NTNU, Trondheim, Norway, September 2011. (PDF)
An Open-Source C++ Modelling Environment for Stochastic Programming,
APMOD 2008, Bratislava, May 2008. (PDF)
Scenario generation: Property matching with distribution functions,
Stochastic Programming School 2007, Bergamo, Italy, April 2007. (PDF)
Scenario Generation for Stochastic Programming – A Practical Introduction,
Stochastics in Logistics and Transportation, Håholmen, Norway, June 2006. (PDF)
Stochastic programming
Stochastic Programming Community Home Page
SPEPS - Stochastic Programming E-Print Series
Optimization Online - an eprint site for the optimization comunity
Optimization Software
Overviews/guides
Open-Source Packages
Other
My Google Scholar profile, including citation counts and indices
My photos
Personal homepage


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