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Multicomponent maintenance optimization : a stochastic programming approach

Zhu, Zhicheng; Xiang, Yisha; Zeng, Bo - In: INFORMS journal on computing : JOC 33 (2021) 3, pp. 898-914

Persistent link: https://www.econbiz.de/10012628772

Data-driven remanufacturing planning with parameter uncertainty

Zhu, Zhicheng; Xiang, Yisha; Zhao, Ming; Shi, Yue - In: European journal of operational research : EJOR 309 (2023) 1, pp. 102-116

Persistent link: https://www.econbiz.de/10014290394

Bi-objective burn-in modeling and optimization

Ye, Zhi-sheng; Tang, Loon Ching; Xie, Min - In: Stochastic methods in reliability and risk management : …, (pp. 201-214). 2014

Persistent link: https://www.econbiz.de/10010239376

Additive and multiplicative duals for American option pricing

Chen, Nan; Glasserman, Paul - In: Finance and stochastics 11 (2007) 2, pp. 153-179

Persistent link: https://www.econbiz.de/10003439750

American option sensitivities estimation via a generalized infinitesimal perturbation analysis approach

Chen, Nan; Liu, Yanchu - In: Operations research 62 (2014) 3, pp. 616-632

Persistent link: https://www.econbiz.de/10010381847

Information Relaxation and A Duality-Driven Algorithm for Stochastic Dynamic Programs

Chen, Nan - 2020

We use the technique of information relaxation to develop a duality-driven iterative approach to obtaining and improving confidence interval estimates for the true value of finite-horizon stochasticdynamic programming problems. We show that the sequence of dual value estimates yielded from the...

Persistent link: https://www.econbiz.de/10012848670