To solve the cruise two-dimensional revenue management problem and develop such an automated system under uncertain environment, a static model which is a stochastic integer progr...
We propose a new class of stochastic integer programs whose special features are dominance constraints induced by mixed-integer linear recourse. For these models, we establish clo...
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...
Supply planning optimization is one of the most important issues for manufacturers and distributors. Supply is planned to meet the future demand. Under the uncertainty involved in ...
Anticipatory algorithms for online stochastic optimization have been shown very effective in a variety of areas, including logistics, reservation systems, and scheduling. For such ...