Search Results - subject:"stochastic Optimization"

A concentration inequality for the facility location problem

Silwal, Sandeep - In: Operations research letters 50 (2022) 2, pp. 213-217

Persistent link: https://www.econbiz.de/10013192697

Stochastic optimization approaches for elective surgery scheduling with downstream capacity constraints : models, challenges, and opportunities

Shehadeh, Karmel S.; Padman, Rema - In: Computers & operations research : and their … 137 (2022), pp. 1-19

Persistent link: https://www.econbiz.de/10013197370

Scheduling of physicians with time-varying productivity levels in emergency departments

Zaerpour, Farzad; Bijvank, Marco; Ouyang, Huiyin; Sun, … - In: Production and operations management : the flagship … 31 (2022) 2, pp. 645-667

Persistent link: https://www.econbiz.de/10013163966

Distributed stochastic nonsmooth nonconvex optimization

Kungurtsev, Vyacheslav - In: Operations research letters 50 (2022) 6, pp. 627-631

Persistent link: https://www.econbiz.de/10014230138

Integrated multiresource capacity planning and multitype patient scheduling

Zhou, Liping; Geng, Na; Jiang, Zhibin; Jiang, Shan - In: INFORMS journal on computing : JOC ; charting new … 34 (2022) 1, pp. 129-149

Persistent link: https://www.econbiz.de/10013358897

State-variable modeling for a class of two-stage stochastic optimization problems

Doulabi, Hossein Hashemi; Ahmed, Shabbir; Nemhauser, … - In: INFORMS journal on computing : JOC ; charting new … 34 (2022) 1, pp. 354-369

Persistent link: https://www.econbiz.de/10013359075

Estimating the value of flexibility from real options: On the accuracy of hybrid electricity price models

Pape, Christian; Woll, Oliver; Weber, Christoph - 2018

Practitioners in the electricity industry aim to assess the value of power plants or other real options several months or even years ahead of operation. Such a valuation is notably required for hedging purposes. The revenue streams to be earned in the spot market are thereby already secured on...

Persistent link: https://www.econbiz.de/10012042065

Learning in repeated auctions with budgets : regret minimization and equilibrium

Balseiro, Santiago R.; Gur, Yonatan - 2018

In online advertising markets, advertisers often purchase ad placements through bidding in repeated auctions based on realized viewer information. We study how budget-constrained advertisers may compete in such sequential auctions in the presence of uncertainty about future bidding opportunities...

Persistent link: https://www.econbiz.de/10011870173

Estimating the value of flexibility from real options : on the accuracy of hybrid electricity price models

Pape, Christian; Woll, Oliver; Weber, Christoph - 2018

Persistent link: https://www.econbiz.de/10011944105

Generating cluster submodels from two-stage stochastic mixed integer optimization models

Eguía, Isabel; Garín, María Araceli; Unzueta … - 2018

Persistent link: https://www.econbiz.de/10011963995