The motivation of this paper is to obtain an analytical closed form of a quadratic objective function arising from a stochastic decision process with bivariate exponential probabi...
Efficiency measurement is an important issue for any firm or organization. Efficiency measurement allows organizations to compare their performance with their competitors’ and t...
Resources including various assets of supply chains, face random demand over time and can be shared by others. We consider an operational setting where a resource is shared by two...
Abstract: Probabilistically constrained problems, in which the random variables are finitely distributed, are nonconvex in general and hard to solve. The p-efficiency concept has b...
A significant input-data uncertainty is often present in practical situations. One approach to coping with this uncertainty is to describe the uncertainty with scenarios. A scenar...
Jurij Mihelic, Amine Mahjoub, Christophe Rapine, B...