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Showing below up to 50 results in range #1 to #50.

1. Policy with guaranteed risk-adjusted performance for multistage stochastic linear problems: Label: en
2. Some robust inverse median problems on trees with interval costs: Label: en
3. Connection between higher order measures of risk and stochastic dominance: Label: en
4. Optimizing hedonic editing for multiple outcomes: an algorithm: Label: en
5. A bilevel optimization approach of energy transition in freight transport: SOS1 method and application to the Ecuadorian case: Label: en
6. Procurement auctions with losses: Label: en
7. A simplified Wiener-Hopf factorization method for pricing double barrier options under Lévy processes: Label: en
8. Optimal investment by large consumers in an electricity market with generator market power: Label: en
9. Editorial: Label: en
10. Distributional robustness, stochastic divergences, and the quadrangle of risk: Label: en
11. Distributions and bootstrap for data-based stochastic programming: Label: en
12. Decomposition methods for multi-horizon stochastic programming: Label: en
13. Hybrid simplicial-randomized approximate stochastic dynamic programming for multireservoir optimization: Label: en
14. Predicting Airbnb pricing: a comparative analysis of artificial intelligence and traditional approaches: Label: en
15. Exploring non-Analytical affine jump-diffusion models for path-dependent interest rate derivatives: Label: en
16. Decomposition methods for monotone two-time-scale stochastic optimization problems: Label: en
17. Handling of long-term storage in multi-horizon stochastic programs: Label: en
18. A financial trading system with optimized indicator setting, trading rule definition, and signal aggregation through particle swarm optimization: Label: en
19. Using interpolated implied volatility for analysing exogenous market changes: Label: en
20. Notes on random optimal control equilibrium problem via stochastic inverse variational inequalities: Label: en
21. Multiple obnoxious facility location: the case of protected areas: Label: en
22. A distributed approach to meteorological predictions: addressing data imbalance in precipitation prediction models through federated learning and GANs: Label: en
23. Distributed continuous-time optimization for convex problems with coupling linear inequality constraints: Label: en
24. Reverse auctions with transportation and convex costs: Label: en
25. Analysis of weakly correlated nodes in market network: Label: en
26. Evaluation of strategy portfolios: Label: en
27. Nested Benders's decomposition of capacity-planning problems for electricity systems with hydroelectric and renewable generation: Label: en
28. Numerical estimates of risk factors contingent on credit ratings: Label: en
29. Implicit incentives for fund managers with partial information: Label: en
30. Coordination of power and natural gas markets via financial instruments: Label: en
31. The relative efficiency of option hedging strategies using the third-order stochastic dominance: Label: en
32. Multilevel multi-leader multiple-follower games with nonseparable objectives and shared constraints: Label: en
33. A diversified AHP-tree approach for multiple-criteria supplier selection: Label: en
34. Preconditioning meets biased compression for efficient distributed optimization: Label: en
35. Affiliations based bibliometric analysis of publications on parkinson's disease: Label: en
36. Decentralized convex optimization on time-varying networks with application to Wasserstein barycenters: Label: en
37. Addressing the economic and demographic complexity via a neural network approach: risk measures for reverse mortgages: Label: en
38. Decentralized optimization with affine constraints over time-varying networks: Label: en
39. Potts game on graphs: static equilibria: Label: en
40. Decentralized optimization over slowly time-varying graphs: algorithms and lower bounds: Label: en
41. A multiobjective optimization approach for threshold determination in extreme value analysis for financial time series: Label: en
42. A constrained swarm optimization algorithm for large-scale long-run investments using Sharpe ratio-based performance measures: Label: en
43. Decentralized saddle-point problems with different constants of strong convexity and strong concavity: Label: en
44. The value of shared information for allocation of drivers in ride-hailing: a proof-of-concept study: Label: en
45. Approximate option pricing under a two-factor Heston-Kou stochastic volatility model: Label: en
46. A refinement of the gravity model for competitive facility location: Label: en
47. Emergency exit layout planning using optimization and agent-based simulation: Label: en
48. A theoretical validation of the DDMRP reorder policy: Label: en
49. Modularity in planted partition model: Label: en
50. Online decision making for trading wind energy: Label: en