Randall Morck of the Alberta School of Business says economists too often regard people as "dynamic, stochastic optimization ...

A global research team led by scientists from China’s Tianjin Renai College has developed a novel stochastic optimization technique for enhanced dispatching and operational efficiency in PV-powered ...

ABSTRACT: Accurate measurement of time-varying systematic risk exposures is essential for robust financial risk management. Conventional asset pricing models, such as the Fama-French three-factor ...

ABSTRACT: In this paper, we consider a more general bi-level optimization problem, where the inner objective function is consisted of three convex functions, involving a smooth and two non-smooth ...

Heidi S. Enger ’27, an Associate Editorial Editor, is a Social Studies Concentrator in Eliot House. She’s enrolled in Ec10b this semester (don’t ask). Harvard students have to stop treating life like ...

In this talk we will present approximation algorithms (and general techniques) for some basic problems in the field of stochastic optimization. A canonical problem is stochastic knapsack: we are given ...

Abstract: We consider the stochastic online linear optimization problems under unknown cost models. At each time, an action is chosen from a compact subset in R d and a random cost with an unknown ...

Abstract: In this paper, two classes of stochastic optimization problems, which are expected value models and chance-constrained programming, are introduced. In order to solve the problems, the method ...