Search Results - subject:"stochastic Optimization"

A primal-dual smoothing framework for max-structured non-convex optimization

Zhao, Renbo - In: Mathematics of operations research 49 (2024) 3, pp. 1535-1565

Persistent link: https://www.econbiz.de/10015047730

Impact of power outages depends on who loses it : equity-informed grid resilience planning via stochastic optimization

Toplu-Tutay, Gizem; Hasenbein, John J.; Kutanoglu, Erhan - In: Socio-economic planning sciences : the international … 95 (2024), pp. 1-16

Persistent link: https://www.econbiz.de/10015101673

A stochastic optimization approach for staff scheduling decisions at inpatient units

Dehnoei, Sajjad; Sauré, Antoine; Ozturk, Onur; … - In: International transactions in operational research : a … 31 (2024) 3, pp. 1762-1790

Persistent link: https://www.econbiz.de/10014470605

A novel two-stage stochastic programming model to design an integrated disaster relief supply chain network : a case study

Fazli, Leyla - In: Operations management research : OMR ; advancing … 17 (2024) 4, pp. 1295-1327

Persistent link: https://www.econbiz.de/10015184921

Data-driven drone pre-positioning for traffic accident rapid assessment

Zhu, Ning; Zhang, Guowei; Liu, Zhaocai; Ke, Ginger Y. - In: Transportation research : an international journal 183 (2024), pp. 1-33

Persistent link: https://www.econbiz.de/10015078246

How to conclude a suspended sports league?

Hassanzadeh, Ali; Hosseini, Mojtaba; Turner, John - In: Manufacturing & service operations management : M & SOM 26 (2024) 5, pp. 1692-1711

Persistent link: https://www.econbiz.de/10015133016

Adaptive importance sampling for efficient stochastic root finding and quantile estimation

He, Shengyi; Jiang, Guangxin; Lam, Henry; Fu, Michael - In: Operations research 72 (2024) 6, pp. 2612-2630

Persistent link: https://www.econbiz.de/10015371528

A pareto dominance principle for data-driven optimization

Sutter, Tobias; Parys, Bart P. G. van; Kuhn, Daniel - In: Operations research 72 (2024) 5, pp. 1976-1999

Persistent link: https://www.econbiz.de/10015361762

Lagrangian relaxation based heuristics for a chance-constrained optimization model of a hybrid solar-battery storage system

Singh, Bismark; Knueven, Bernard - In: Journal of Global Optimization 80 (2021) 4, pp. 965-989

We develop a stochastic optimization model for scheduling a hybrid solar-battery storage system. Solar power in excess …

Persistent link: https://www.econbiz.de/10014501526

Optimal Firm's Dividend and Capital Structure for Mean Reverting Profitability

Menoncin, Francesco; Panteghini, Paolo; Regis, Luca - 2021

We model a risk-averse firm owner who wants to maximize the intertemporal expected utility of firm’s dividends. The optimal dynamic control problem is characterized by two stochastic state variables: the equity value, and profitability (ROA) of the _rm. According to the empirical evi-dence, we...

Persistent link: https://www.econbiz.de/10012799707