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Fast rates for contextual linear optimization

Hu, Yichun; Kallus, Nathan; Mao, Xiaojie - In: Management science : journal of the Institute for … 68 (2022) 6, pp. 4236-4245

Persistent link: https://www.econbiz.de/10013369049

Stochastic optimization forests

Kallus, Nathan; Mao, Xiaojie - In: Management science : journal of the Institute for … 69 (2023) 4, pp. 1975-1994

Persistent link: https://www.econbiz.de/10014305369

Product-line planning under uncertainty

Karakaya, Şakir; Köksal, Gülser - In: Computers & operations research : and their … 138 (2022), pp. 1-15

Persistent link: https://www.econbiz.de/10013040805

A mathematical programming-based solution method for the nonstationary inventory problem under correlated demand

Xiang, Mengyuan; Rossi, Roberto; Martin-Barragan, Belen; … - In: European journal of operational research : EJOR 304 (2023) 2, pp. 515-524

Persistent link: https://www.econbiz.de/10013534539

Dynamic optimization with side information

Bertsimas, Dimitris; McCord, Christopher; Sturt, Bradley - In: European journal of operational research : EJOR 304 (2023) 2, pp. 634-651

Persistent link: https://www.econbiz.de/10013534549

Robustness of stochastic programs with endogenous randomness via contamination

Kopa, Miloš; Rusý, Tomáš - In: European journal of operational research : EJOR 305 (2023) 3, pp. 1259-1272

Persistent link: https://www.econbiz.de/10013492871

On solving large-scale multistage stochastic optimization problems with a new specialized interior-point approach

Castro, Jordi; Escudero, Laureano F.; Monge, Juan F. - In: European journal of operational research : EJOR 310 (2023) 1, pp. 268-285

Persistent link: https://www.econbiz.de/10014339838

Analytics with stochastic optimisation : experimental results of demand uncertainty in process industries

Gupta, Narain; Dutta, Goutam; Mitra, Krishnendranath; … - In: International journal of production research 61 (2023) 19, pp. 6501-6518

Persistent link: https://www.econbiz.de/10014383084

Dual SDDP for risk-averse multistage stochastic programs

Costa, Bernardo Freitas Paulo da; Leclère, Vincent - In: Operations research letters 51 (2023) 3, pp. 332-337

Persistent link: https://www.econbiz.de/10014374928

A two-stage stochastic programming model for bike-sharing systems with rebalancing

Cavagnini, Rossana; Maggioni, Francesca; Bertazzi, Luca; … - In: EURO journal on transportation and logistics 13 (2024), pp. 1-25

We study the problem of determining the target inventory level of stations in a bike-sharing system, when bikes can be rebalanced later during the day. We propose a two-stage stochastic programming formulation, where the target inventory decisions are made at the first stage, while the recourse...

Persistent link: https://www.econbiz.de/10015193727