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Modeling poset convex subsets
Queyranne, Maurice; Wolsey, Laurence A. - 2015
Persistent link: https://www.econbiz.de/10011580758
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A dedicated pricing algorithm to solve a large family of nurse scheduling problems with branch-and-price
Legrain, Antoine; Omer, Jérémy - 2023
Persistent link: https://www.econbiz.de/10014226736
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Information Relaxation and A Duality-Driven Algorithm for Stochastic Dynamic Programs
Chen, Nan - 2020
applications, we also introduce a regression-based Monte Carlo algorithm for implementation. The newapproach can be used not only …
Persistent link: https://www.econbiz.de/10012848670
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Time Series Forecasting With a Learning Algorithm : An Approximate Dynamic Programming Approach
Collado, Ricardo - 2019
We consider the basic problem of refi tting a time series over a finite period of time and formulate it as a stochastic dynamic program. By changing the underlying Markov decision process we are able to obtain a model that at optimality considers historical data as well as forecasts of future...
Persistent link: https://www.econbiz.de/10012894079
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Optimization of Stochastic Discrete Systems and Control on Complex Networks : Computational Networks
Lozovanu, Dmitrii - 2015
valuable contribution to the important field of computational network theory …
Persistent link: https://www.econbiz.de/10012401978
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Adaptive stochastic lookahead policies for dynamic multi-period purchasing and inventory routing
Cuellar-Usaquén, Daniel; Ulmer, Martin W.; Gomez, Camillo - 2023
opportunities, to hedge against future uncertainty, and to save routing cost in future periods. A careful balance between too much …
Persistent link: https://www.econbiz.de/10014282392
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Exact and inexact scheduling algorithms for multiple earth observation satellites under uncertainties of clouds
Wang, Jianjiang; Demeulemeester, Erik; Qiu, Dishan; Liu, Jin - 2015
Persistent link: https://www.econbiz.de/10011290634
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Computing integral solutions of complementarity problems
Laan, Gerard van der; Talman, Dolf; Yang, Zaifu - 2004
In this paper an algorithm is proposed to find an integral solution of (nonlinear) complementarity problems. The … algorithm starts with a nonnegative integral point and generates a unique sequence of adjacent integral simplices of varying … dimension. Conditions are stated under which the algorithm terminates with a simplex one of whose vertices is an integral …
Persistent link: https://www.econbiz.de/10011343323
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On development paths minimizing the aggregate labor-reallocation costs in the threesector framework and an application to structural policy
Stijepic, Denis - 2019
Cross-sector labor reallocation is associated with costs at the micro level ranging from the costs of geographical relocation and skill change/adaptation to unemployment. We show that monotonous reallocation paths minimize the aggregate reallocation costs in the three-sector framework (relating...
Persistent link: https://www.econbiz.de/10012265652
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Robust pricing in insurance and energy markets
Escobar Luna-Barrera, Debora Daniela - 2019
Prices of contracts with risky aspects are typically linked to specific uncertainties and probabilities of adverse scenarios. Insurance companies carry the risk of losses in exchange for a premium, which depends on the loss distribution. Another example where risk is exchanged for a fixed price...
Persistent link: https://www.econbiz.de/10012392510