IEEE

Machine Learning-Based Problem Space Reduction in Stochastic Programming Models: An Application in Biofuel Supply Chain Network Design

Abstract: Biofuels derived from feedstock offer a sustainable source for meeting energy needs. The design of supply chains that deliver these fuels needs to consider quality variability with special ...
IEEE

Interval-Stochastic Programming for Integrated Generation, Transmission, and Energy Storage System (ESS) Planning Considering Uncertainty in Renewable Energy Sources

Abstract: In recent years, renewable energy sources have been expanding worldwide to create sustainable power systems. While the transition to sustainable system provides benefits such as reducing ...
Frontiers

Optimal portfolio selection in jump-uncertain stochastic markets via maximum principle and dynamic programming

1 Department of Statistics and Mathematics, Bindura University of Science Education, Bindura, Zimbabwe 2 Department of Mathematics, University of Botswana, Gaborone, Botswana This study develops a ...
mccormick.northwestern.edu

IEMS 451: Stochastic Optimization

Course in stochastic optimization with an emphasis on formulating, solving, and approximating optimization models under uncertainty. Topics include: Models and applications: extensions of the linear ...
Scientific Research Publishing

S. Kataoka, “A Stochastic Programming Model,” Econometrica, Vol. 31, No. 1-2, 1963, pp. 181-196.

ABSTRACT: Multiple objective stochastic linear programming is a relevant topic. As a matter of fact, many practical problems ranging from portfolio selection to water resource management may be cast ...