Dynamic stochastic matching problems arise in a variety of recent applications, ranging from ridesharing and online video games to kidney exchange. Such problems are naturally formulated as Markov ...

This paper reports on the application of stochastic programming with recourse to strategic planning decisions regarding resource acquisition. A resource directed decomposition method, which ...

This is a preview. Log in through your library . Abstract Quantitative stability of optimal values and solution sets to stochastic programming problems is studied when the underlying probability ...

Stochastic programming methods can be applied to portfolio optimization in the context of pension fund management. In this paper we apply stochastic programming wherein the allocations are found among ...

Professor Ruszczynski’s interests are in the theory, numerical methods and applications of stochastic optimization. He is author of "Nonlinear Optimization", "Lectures on Stochastic programming", and ...

Stochastic Sauna is a traditional workshop that brings together researchers and students working on probability, statistics, and their applications. The 2022 occasion will be held on 20th December ...

Crane, D. B. "A Stochastic Programming Model for Commercial Bank Bond Portfolio Management." Journal of Financial and Quantitative Analysis 6, no. 3 (June 1971).

Researchers from Iran’s Babol Noshirvani University of Technology have developed a new framework for optimizing the capacity of PV and battery storage in smart homes (SHs). The novel technique employs ...