This paper presents a study of the model of triple BAM by [11] which is an improved variation of the original BAM model by [7]. This class of model aims at integrating different s...
In classical two-stage stochastic programming the expected value of the total costs is minimized. Recently, mean-risk models - studied in mathematical finance for several decades -...
Abstract--This paper offers a new technique for spatially adaptive estimation. The local likelihood is exploited for nonparametric modeling of observations and estimated signals. T...
A novel (differential) entropy estimator is introduced where the maximum entropy bound is used to approximate the entropy given the observations, and is computed using a numerical ...
We analyze the problem of optimal location of a set of facilities in the presence of stochastic demand and congestion. Customers travel to the closest facility to obtain service; ...