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 ...

For a stochastic programming problem with a nonsmooth objective a recursive stochastic subgradient method is proposed in which successive directions are obtained from quadratic programming subproblems ...

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

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 ...