Search Results - subject:"stochastic Optimization"

A simultaneous stochastic optimization framework for selecting additional infill drilling locations

Levinson, Zachary; Dimitrakopoulos, Roussos - 2022

Persistent link: https://www.econbiz.de/10014253505

Learning to schedule heuristics for the simultaneous stochastic optimization of mining complexes

Yaakoubi, Yassine; Dimitrakopoulos, Roussos - 2022

Persistent link: https://www.econbiz.de/10012939456

Intraday power trading: toward an arms race in weather forecasting?

Kuppelwieser, Thomas; Wozabal, David - In: OR Spectrum 45 (2022) 1, pp. 57-83

We propose the first speculative weather-based algorithmic trading strategy on a continuous intraday power market. The strategy uses neither production assets nor power demand and generates profits purely based on superior information about aggregate output of weather-dependent renewable...

Persistent link: https://www.econbiz.de/10015328849

A stochastic inexact sequential quadratic optimization algorithm for nonlinear equality-constrained optimization

Curtis, Frank E.; Robinson, Daniel P.; Zhou, Baoyu - In: INFORMS journal on optimization 6 (2024) 3/4, pp. 173-195

Persistent link: https://www.econbiz.de/10015191199

A stochastic sequential quadratic optimization algorithm for nonlinear-equality-constrained optimization with rank-deficient Jacobians

Berahas, Albert S.; Curtis, Frank E.; O’Neill, Michael J. - In: Mathematics of operations research 49 (2024) 4, pp. 2212-2248

Persistent link: https://www.econbiz.de/10015197860

On supply and network investment in power systems

Ackooij, Wim van; Oudjane, Nadia - In: 4OR : quarterly journal of the Belgian, French and … 22 (2024) 4, pp. 465-481

Persistent link: https://www.econbiz.de/10015175646

Stochastic transitions of a mixed-integer linear programming model for the construction supply chain : chance-constrained programming and two-stage programming

Koutsokosta, Aspasia; Katsavounis, Stefanos - In: Operational research : an international journal 24 (2024) 3, pp. 1-57

Persistent link: https://www.econbiz.de/10015135644

Group equality in adaptive submodular maximization

Tang, Shaojie; Yuan, Jing - In: INFORMS journal on computing : JOC ; charting new … 36 (2024) 24, pp. 359-376

Persistent link: https://www.econbiz.de/10014532273

Who benefits from postponement in multi-period supply channel optimization?

Gholami, Reza Azad; Sandal, Leif K.; Ubøe, Jan - In: Omega : the international journal of management science 123 (2024), pp. 1-19

Persistent link: https://www.econbiz.de/10014533389

Decentralized saddle-point problems with different constants of strong convexity and strong concavity

Metelev, Dmitry; Rogozin, Alexander; Gasnikov, Alexander; … - In: Computational management science 21 (2024) 1, pp. 1-41

Persistent link: https://www.econbiz.de/10014442609