Connection between higher order measures of risk and stochastic dominance

2024-9-5

Optimizing hedonic editing for multiple outcomes: an algorithm

2024-8-7

A bilevel optimization approach of energy transition in freight transport: SOS1 method and application to the Ecuadorian case

2024-7-16

Procurement auctions with losses

2024-7-9

Optimal investment by large consumers in an electricity market with generator market power

2024-6-1

A simplified Wiener–Hopf factorization method for pricing double barrier options under Lévy processes

2024-6-1

Editorial

2024-5-19

Distributional robustness, stochastic divergences, and the quadrangle of risk

2024-5-16

Distributions and bootstrap for data-based stochastic programming

2024-5-12

Hybrid simplicial-randomized approximate stochastic dynamic programming for multireservoir optimization

2024-5-10

Decomposition methods for multi-horizon stochastic programming

2024-5-10

Predicting Airbnb pricing: a comparative analysis of artificial intelligence and traditional approaches

2024-5-6

Exploring non-analytical affine jump-diffusion models for path-dependent interest rate derivatives

2024-4-27

Decomposition methods for monotone two-time-scale stochastic optimization problems

2024-4-21

Handling of long-term storage in multi-horizon stochastic programs

2024-4-10

A financial trading system with optimized indicator setting, trading rule definition, and signal aggregation through Particle Swarm Optimization

2024-3-20

Using interpolated implied volatility for analysing exogenous market changes

2024-3-11

Notes on random optimal control equilibrium problem via stochastic inverse variational inequalities

2024-3-11

Multiple obnoxious facility location: the case of protected areas

2024-2-27

A distributed approach to meteorological predictions: addressing data imbalance in precipitation prediction models through federated learning and GANs

2024-2-19

Distributed continuous-time optimization for convex problems with coupling linear inequality constraints

2024-2-18

Reverse auctions with transportation and convex costs

2024-2-5

Implicitly normalized forecaster with clipping for linear and non-linear heavy-tailed multi-armed bandits

2024-1-29

Analysis of weakly correlated nodes in market network

2024-1-23

Evaluation of strategy portfolios

2024-1-20

Nested Benders’s decomposition of capacity-planning problems for electricity systems with hydroelectric and renewable generation

2024-1-13

Primal-dual gradient methods for searching network equilibria in combined models with nested choice structure and capacity constraints

2024-1-4

Preconditioning meets biased compression for efficient distributed optimization

2023-12-24

Affiliations based bibliometric analysis of publications on parkinson’s disease

2023-12-21

Decentralized convex optimization on time-varying networks with application to Wasserstein barycenters

2023-12-16

Addressing the economic and demographic complexity via a neural network approach: risk measures for reverse mortgages

2023-12-8

Decentralized optimization with affine constraints over time-varying networks

2023-12-7

Potts game on graphs: static equilibria

2023-12-5

Decentralized optimization over slowly time-varying graphs: algorithms and lower bounds

2023-11-28

A multiobjective optimization approach for threshold determination in extreme value analysis for financial time series

2023-11-17

A constrained swarm optimization algorithm for large-scale long-run investments using Sharpe ratio-based performance measures

2023-11-8

Decentralized saddle-point problems with different constants of strong convexity and strong concavity

2023-11-6

The Value of Shared Information for allocation of drivers in ride-hailing: a proof-of-concept study

2023-11-3

Approximate option pricing under a two-factor Heston–Kou stochastic volatility model

2023-11-3

A refinement of the gravity model for competitive facility location

2023-11-2

Emergency exit layout planning using optimization and agent-based simulation

2023-10-30

Non-smooth setting of stochastic decentralized convex optimization problem over time-varying Graphs

2023-10-24

Integration of inventory control, maintenance policy, and quality control for selling products under warranty

2023-10-18

Wrong Way Risk corrections to CVA in CIR reduced-form models

2023-10-16

Preference robust state-dependent distortion risk measure on act space and its application in optimal decision making

2023-10-5

An ALNS-based matheuristic algorithm for a multi-product many-to-many maritime inventory routing problem

2023-9-30

Approximate variational inequalities and equilibria

2023-9-25

On efficiency and the Jain’s fairness index in integer assignment problems

2023-9-22

Renewable electricity capacity planning with uncertainty at multiple scales

2023-9-8

Mathematical modeling for further improving task scheduling on Big Data systems

2023-9-6