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A two stage stochastic programming for asset protection routing and a solution algorithm based on the Progressive Hedging algorithm

Bashiri, Mahdi; Nikzad, Erfaneh; Eberhard, Andrew; … - In: Omega : the international journal of management science 104 (2021), pp. 1-18

Persistent link: https://www.econbiz.de/10012648548

Algorithm portfolios for logistics optimization considering stochastic demands and mobility allowance

Shukla, Nagesh; Choudhary, Alok K.; Prakash, P. K. S.; … - In: International journal of production economics 141 (2013) 1, pp. 146-166

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Stochastic optimization for investment in facilities in emergency prevention

Hu, Shao-Long; Han, Chuan-Feng; Meng, Ling-Peng - In: Transportation research / E : an international journal 89 (2016), pp. 14-31

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Financial engineering, E-commerce and supply chain

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Solving dynamic programming problems on a computational grid

Cai, Yongyang; Judd, Kenneth L.; Thain, Greg; Wright, … - In: Computational economics 45 (2015) 2, pp. 261-284

Persistent link: https://www.econbiz.de/10011325717

Parallel scenario decomposition of risk-averse 0-1 stochastic programs

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A distributed interior-point KKT solver for multistage stochastic optimization

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Chapter 8. Advances in Numerical Dynamic Programming and New Applications

Cai, Yongyang; Judd, Kenneth L. - In: Handbook of computational economics : volume 3, (pp. 479-516). 2014

Dynamic programming is the essential tool in dynamic economic analysis. Problems such as portfolio allocation for individuals and optimal economic growth are typical examples. Numerical methods typically approximate the value function. Recent work has focused on making numerical methods more...

Persistent link: https://www.econbiz.de/10014025714

Towards operations research for all : XIX Latin Iberian American Conference on Operations Research, CLAIO 2018

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Using VAR for strategic capacity allocation : an airline perspective

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