This is a preview. Log in through your library . Abstract In this paper, we present a unified approach to study a class of cooperative games arising from inventory centralization. The optimization ...

Abstract: This paper proposes a continuous-time optimization algorithm for stochastic programming. We introduce the sequential Monte Carlo sampling scheme to do with the high dimensionality of the ...

Abstract: In this paper, we consider the application of mathematical optimization models to energy problems. Using the latest information technology, we try to utilize renewable energy whose output is ...

This is a preview. Log in through your library . Abstract Sufficient conditions for the (Lipschitz) continuity of the expectation of second-stage costs are given for two-stage stochastic programs, ...

Course in stochastic optimization with an emphasis on formulating, solving, and approximating optimization models under uncertainty. Topics include: Models and applications: extensions of the linear ...

Location & Distribution and Hydrothermal Coordination Models, using Stochastic Programming and Multicriteria Techniques, are proposed. Reports of the work in pdf and the GAMS code are included.

Will Kenton is an expert on the economy and investing laws and regulations. He previously held senior editorial roles at Investopedia and Kapitall Wire and holds a MA in Economics from The New School ...