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A multistage stochastic programming approach to the optimal surveillance and control of the emerald ash borer in cities

Kıbış, Eyyüb Y.; Haight, Robert G.; Najmaddin, Akhundov - In: INFORMS journal on computing : JOC 33 (2021) 2, pp. 808-834

Persistent link: https://www.econbiz.de/10012546238

Using automated algorithm configuration to improve the optimization of decentralized energy systems modeled as large-scale, two-stage stochastic programs

Kotthoff, Lars; Hoos, Holger H.; Fichtner, Wolf; … - 2017

The optimization of decentralized energy systems is an important practical problem that can be modeled using stochastic programs and solved via their large-scale, deterministic equivalent formulations. Unfortunately, using this approach, even when leveraging a high degree of parallelism on large...

Persistent link: https://www.econbiz.de/10011841897

Value function gradient learning for large-scale multistage stochastic programming problems

Lee, Jinkyu; Bae, Sanghyeon; Kim, Woo Chang; Lee, Yongjae - In: European journal of operational research : EJOR 308 (2023) 1, pp. 321-335

Persistent link: https://www.econbiz.de/10014283043

On solving large-scale multistage stochastic optimization problems with a new specialized interior-point approach

Castro, Jordi; Escudero, Laureano F.; Monge, Juan F. - In: European journal of operational research : EJOR 310 (2023) 1, pp. 268-285

Persistent link: https://www.econbiz.de/10014339838

Large-scale financial planning via a partially observable stochastic dual dynamic programming framework

Lee, Jinkyu; Kwon, Do-Gyun; Lee, Yongjae; Kim, Jang Ho; … - In: Quantitative finance 23 (2023) 9, pp. 1341-1360

Persistent link: https://www.econbiz.de/10014339931

The Benders by batch algorithm : design and stabilization of an enhanced algorithm to solve multicut Benders reformulation of two-stage stochastic programs

Blanchot, Xavier; Clautiaux, François; Detienne, Boris; … - In: European journal of operational research : EJOR 309 (2023) 1, pp. 202-216

Persistent link: https://www.econbiz.de/10014290441

Managing losses in exotic horse race wagering

Deza, Antoine; Huang, Kai - In: Journal of the Operational Research Society 69 (2018) 3, pp. 319-325

Persistent link: https://www.econbiz.de/10012224984

Focus programming : a bi-level programming approach to static stochastic optimization problems

Guo, Peijun; Zhu, Xide - In: International transactions in operational research : a … 30 (2023) 6, pp. 3833-3862

Persistent link: https://www.econbiz.de/10014328103

Stochastic mechanism design : (extended abstract)

Ieong, Samuel; So, Anthony Man-Cho; Sundararajan, Mukund - In: Internet and network economics : third international …, (pp. 269-280). 2007

Persistent link: https://www.econbiz.de/10003648801

An XML-based schema for stochastic programs

Fourer, Robert; Gassmann, Horand I.; Ma, J.; Martin, R. K. - 2009

Persistent link: https://www.econbiz.de/10003811773