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 ...

The optimization problems corresponding to the inventory games are formulated as stochastic programs. We observe that the strong duality of stochastic linear programming not only directly leads to a ...

John M. Mulvey, Hercules Vladimirou, Stochastic Network Programming for Financial Planning Problems, Management Science, Vol. 38, No. 11, Focused Issue on Financial ...

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 ...

The problem is solved using a multi-stage stochastic linear programming (SLP) model to generalize the closed-form solution obtained by Richard (1975). We account for aspects of the application of the ...

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 ...

Here, this reprogramming is shown to be a continuous stochastic process where almost all mouse donor cells eventually give rise to iPS cells on continued growth and transcription factor expression ...