In developing an optimization model for regional water quality management, in which certain entities such as stream flows are stochastic, it does not seem logical to assume that the water quality ...

This is a preview. Log in through your library . Abstract In probabilistic linear programming models the decision maker is typically assumed to know the probability distribution of the random ...

Crane, D. B. "A Stochastic Programming Model for Commercial Bank Bond Portfolio Management." Journal of Financial and Quantitative Analysis 6, no. 3 (June 1971).

We propose dual decomposition and solution schemes for multistage CVaRconstrained problems. These schemes meet the need for handling multiple CVaR constraints for different time frames and at ...

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 ...

This course is compulsory on the MSc in Management Science (Operational Research). This course is available on the MSc in Applicable Mathematics. This course is available as an outside option to ...

When studying for a doctoral degree (PhD), candidates submit a thesis that provides a critical review of the current state of knowledge of the thesis subject as well as the student’s own contributions ...

This course is compulsory on the MSc in Management Science (Operational Research). This course is available on the MSc in Applicable Mathematics. This course is available as an outside option to ...