David Pisinger

Technical University of Denmark - Management Engineering

Produktionstorvet 424

room 043

Kgs. Lyngby, 2800

Denmark

SCHOLARLY PAPERS

8

DOWNLOADS

851

SSRN CITATIONS

9

CROSSREF CITATIONS

1

Scholarly Papers (8)

1.

Managing Shutdown Decisions in Merchant Commodity and Energy Production: A Social Commerce Perspective

Number of pages: 42 Posted: 13 Sep 2017 Last Revised: 08 May 2019
ETH Zurich, University of Illinois at Chicago - College of Business Administration, Norwegian University of Science and Technology (NTNU), University of London - Economics, Mathematics and Statistics and Technical University of Denmark - Management Engineering
Downloads 257 (152,716)

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2.

A Combined Stochastic Programming and Optimal Control Approach to Personal Finance and Pensions

2015, OR Spectrum: 37(3):583-616
Number of pages: 37 Posted: 06 May 2014 Last Revised: 26 Jun 2015
Independent, Technical University of Denmark - Management Engineering, Technical University of Denmark and University of Copenhagen
Downloads 153 (244,330)
Citation 1

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dynamic programming, multi-period stochastic programming, power utility, personal finance, retirement

3.

An Optimization Approach for a Complex Real-Life Container Loading Problem

Number of pages: 34 Posted: 12 Jan 2021 Last Revised: 12 Oct 2021
University of Lausanne, ETH Zurich, University of Brescia and Technical University of Denmark - Management Engineering
Downloads 116 (302,024)
Citation 2

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Container loading problem; real-life constraints; randomized constructive heuristic; industry collaboration

4.

Optimal Retirement Planning with a Focus on Single and Joint Life Annuities

Quantitative Finance, 16:2, 275-295, 2016
Number of pages: 31 Posted: 19 Apr 2014 Last Revised: 04 Feb 2016
Independent, Technical University of Denmark - Management Engineering and Free University of Bolzano Bozen
Downloads 102 (329,907)
Citation 3

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annuities, household, stochastic programming

5.

The multi-commodity network flow problem with soft transit time constraints: Application to liner shipping

Number of pages: 45 Posted: 09 Mar 2020 Last Revised: 08 Mar 2021
ETH Zurich, ETH Zurich, Vattenfall Vindkraft A/S and Technical University of Denmark - Management Engineering
Downloads 76 (395,158)
Citation 1

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Networks; multi-commodity flow; column generation; commodity transit time; liner shipping application

6.

Optimal Annuity Portfolio Under Inflation Risk

2015, Computational Management Science: 12(3):461-488
Number of pages: 22 Posted: 06 Sep 2014 Last Revised: 29 Dec 2018
Independent, Technical University of Denmark - Management Engineering and Free University of Bolzano Bozen
Downloads 71 (410,379)
Citation 2

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Inflation-linked annuity, Retirement planning, CRRA utility, Loss disutility, Multi-stage stochastic programming

7.

Deep Dual-Optimal Inequalities for Generalized Capacitated Fixed-Charge Network Design Problems

Number of pages: 14 Posted: 23 Nov 2020
David Franz Koza, Erik Orm Hellsten and David Pisinger
Vattenfall Vindkraft A/S, affiliation not provided to SSRN and Technical University of Denmark - Management Engineering
Downloads 46 (503,267)

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Capacitated Fixed-Charge Network Design, Deep Dual Optimal Inequalities, Dual Stabilization, Column Generation, Branch-Price-and-Cut

8.

Multi-scale design optimization of modern offshore wind farms

Number of pages: 29 Posted: 02 Nov 2021
Technical University of Denmark, DTU Management, ETH Zurich, ETH Zurich and Technical University of Denmark - Management Engineering
Downloads 30 (584,109)

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Offshore wind farms, wind energy, integrated design, area selection, shape optimization