The DASH model for Power Portfolio Optimization provides a tool which helps decision-makers coordinate production decisions with opportunities in the wholesale power market. The m...
This paper describes a stochastic programming model that was developed for asset liability management of a Finnish pension insurance company. In many respects the model resembles t...
Petri Hilli, Matti Koivu, Teemu Pennanen, Antero R...
We consider two-stage pure integer programs with discretely distributed stochastic right-hand sides. We present an equivalent superadditive dual formulation that uses the value fun...
We develop an exact dynamic programming algorithm for partially observable stochastic games (POSGs). The algorithm is a synthesis of dynamic programming for partially observable M...
Eric A. Hansen, Daniel S. Bernstein, Shlomo Zilber...
In this paper we present a methodology to estimate rates of enzymatic reactions in metabolic pathways. Our methodology is based on applying stochastic logic learning in ensemble le...