Keyword: stochastic optimization

Found 7 papers in total
Continuity and stability of fully random two-stage stochastic programs with mixed-integer recourse
Continuity and stability of fully random two-stage stochastic programs with mixed-integer recourse
2014,
In order to derive continuity and stability of two‐stage stochastic programs...
Revenue management in the car rental industry: A stochastic programming approach
Revenue management in the car rental industry: A stochastic programming approach
2012,
A stochastic programming approach for a network revenue management problem with...
Reprint of: Production scheduling of a lignite mine under quality and reserves uncertainty
Reprint of: Production scheduling of a lignite mine under quality and reserves uncertainty
2012,
The effect of uncertainty sources to the stochastic optimization of the combined...
Financial planning for young households
Financial planning for young households
2013,
We analyze the financial planning problems of young households whose main decisions...
Expériences with Stochastic Algorithms fir a class of Constrained Global Optimisation Problems
Expériences with Stochastic Algorithms fir a class of Constrained Global Optimisation Problems
2000,
The solution of a variety of classes of global optimisation problems is required in...
Entropic Value‐at‐Risk: A New Coherent Risk Measure
Entropic Value‐at‐Risk: A New Coherent Risk Measure
2012,
This paper introduces the concept of entropic value‐at‐risk (EVaR), a...
Homogeneous Self‐dual Algorithms for Stochastic Semidefinite Programming
Homogeneous Self‐dual Algorithms for Stochastic Semidefinite Programming
2012,
Ariyawansa and Zhu have proposed a new class of optimization problems termed...
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