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 ...

This paper reports on the application of stochastic programming with recourse to strategic planning decisions regarding resource acquisition. A resource directed decomposition method, which ...

We develop a sequential sampling procedure for a class of stochastic programs. We assume that a sequence of feasible solutions with an optimal limit point is given as input to our procedure. Such a ...

Cancer center improvement through practice-based clinical leadership team infrastructure. This is an ASCO Meeting Abstract from the 2013 Quality Care Symposium. This abstract does not include a full ...

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).

Researchers from Iran’s Babol Noshirvani University of Technology have developed a new framework for optimizing the capacity of PV and battery storage in smart homes (SHs). The novel technique employs ...