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Solving chance-constrained optimization problems with stochastic quadraric inequalities

Lejeune, Miguel A.; Margot, François - In: Operations research 64 (2016) 4, pp. 939-957

Persistent link: https://www.econbiz.de/10011538579

Stochastic programs with binary distributions : structural properties of scenario trees and algorithms

Prochazka, Vit; Wallace, Stein W. - In: Computational Management Science : CMS 15 (2018) 3/4, pp. 397-410

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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

, using a stateof-the-art automated algorithm configuration method. We apply this procedure to a well-known example of a …

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

An online stochastic algorithm for a dynamic nurse scheduling problem

Legrain, Antoine; Omer, Jérémy; Rosat, Samuel - In: European journal of operational research : EJOR 285 (2020) 1, pp. 196-210

Persistent link: https://www.econbiz.de/10012239518

Some matheuristic algorithms for multistage stochastic optimization models with endogenous uncertainty and risk management

Escudero, Laureano F.; Garín, María Araceli; Monge, … - In: European journal of operational research : EJOR 285 (2020) 3, pp. 988-1001

Persistent link: https://www.econbiz.de/10012239827

On conditional cuts for stochastic dual dynamic programming

Ackooij, Wim van; Warin, Xavier - In: EURO journal on computational optimization 8 (2020) 2, pp. 173-199

Persistent link: https://www.econbiz.de/10012240037

Outcome-driven dynamic refugee assignment with allocation balancing

Bansak, Kirk; Paulson, Elisabeth - In: Operations research 72 (2024) 6, pp. 2375-2390

Persistent link: https://www.econbiz.de/10015371418

Online linear programming : dual convergence, new algorithms, and regret bounds

Li, Xiaocheng; Ye, Yinyu - In: Operations research 70 (2022) 5, pp. 2948-2966

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Multistage stochastic decision problems : approximation by recursive structures and ambiguity modeling

Pflug, Georg - In: European journal of operational research : EJOR 306 (2023) 3, pp. 1027-1039

Persistent link: https://www.econbiz.de/10014279689

Methods of Nonsmooth Optimization in Stochastic Programming : From Conceptual Algorithms to Real-World Applications

Ackooij, Wim van; Oliveira, Welington de - 2025

Introduction -- Primer of convex analysis -- Variational analysis -- Linear and nonlinear optimization problems -- Probability and Statistics -- Fundamental modeling questions in stochastic programming -- Adjusting to uncertainty: modeling recourse -- Probability constraints -- Proximal point...

Persistent link: https://www.econbiz.de/10015401855