This study proposes a two-stage stochastic programming model of a transportation network with arc capacities. Our objective is to transport a supply of raw materials from one location (node) to ...

Abstract: Our study is concerned with the development of an Emergency Medical Services ambulance location allocation model taking into account the randomness of the system related to service requests.

Abstract: In this paper, we present a unit commitment problem with uncertain wind power output. The problem is formulated as a chance-constrained two-stage (CCTS) stochastic program. Our model ensures ...

A Stochastic Volatility (SV) model is a mathematical framework used in finance to describe the evolution of asset prices where volatility is treated as a latent, stochastic process. This contrasts ...

【更新・値上げ中】好評につき再度 値上げしました。 仕事や研究において、非線形の見える化・可視化を求めてt-distributed Stochastic Neighbor Embedding (tSNE) をする方もいらっしゃると思います。tSNEの実用的かつ実践的な方法はこちらに書きました。 しかし、tSNE ...

A multistage stochastic problem, we used several concepts that we studied during the Stochastic Optimization course such as anticipative structure, dynamic programming, etc... to optimize a function ...

ABSTRACT: Two-stage problem of stochastic convex programming with fuzzy probability distribution is studied in this paper. Multicut L-shaped algorithm is proposed to solve the problem based on the ...

The optimization of short sequences of loop-free, fixed-point assembly code sequences is an important problem in high-performance computing. However, the competing constraints of transformation ...