Dynamic stochastic matching problems arise in a variety of recent applications, ranging from ridesharing and online video games to kidney exchange. Such problems are naturally formulated as Markov ...

Güzin Bayraksan, David P. Morton, A Sequential Sampling Procedure for Stochastic Programming, Operations Research, Vol. 59, No. 4 (July • August • 2011), pp. 898-913 ...

A resource directed decomposition method, which simultaneously exploits stochastic programming and mixed integer programming model structures, is proposed. Computational experience with the method ...

Professor Ruszczynski’s interests are in the theory, numerical methods and applications of stochastic optimization. He is author of "Nonlinear Optimization", "Lectures on Stochastic programming", and ...

Stochastic Sauna is a traditional workshop that brings together researchers and students working on probability, statistics, and their applications. The 2022 occasion will be held on 20th December ...

Crane, D. B. "A Stochastic Programming Model for Commercial Bank Bond Portfolio Management." Journal of Financial and Quantitative Analysis 6, no. 3 (June 1971 ...

Scientists in Iran have developed a novel framework to optimize the capacity of PV and battery storage in smart homes, using a two-stage stochastic programming model. They considered the ...