Recently, simulation-based methods have been successfully used for solving challenging stochastic optimization problems and equilibrium models. Here we report some of the recent p...
In this paper we present a parallel method for solving two-stage stochastic linear programs with restricted recourse. The mathematical model considered here can be used to represe...
Patrizia Beraldi, Lucio Grandinetti, Roberto Musma...
Abstract. We study piecewise decomposition methods for mathematical programs with equilibrium constraints (MPECs) for which all constraint functions are linear. At each iteration o...
This paper presents mathematical programming techniques for solving a class of multi-sensor scheduling problems. Robust optimization problems are formulated for both deterministic ...
Nikita Boyko, Timofey Turko, Vladimir Boginski, Da...
Proposed and developed is a service composition framework for decision-making under uncertainty, which is applicable to stochastic optimization of supply chains. Also developed is ...