Dynamic stochastic matching problems arise in a variety of recent applications, ranging from ridesharing and online video games to kidney exchange. Such problems are naturally formulated as Markov ...

Güzin Bayraksan, David P. Morton, A Sequential Sampling Procedure for Stochastic Programming, Operations Research, Vol. 59, No. 4 (July • August • 2011), pp. 898-913 ...

Professor Ruszczynski’s interests are in the theory, numerical methods and applications of stochastic optimization. He is author of "Nonlinear Optimization", "Lectures on Stochastic programming", and ...

Stochastic Sauna is a traditional workshop that brings together researchers and students working on probability, statistics, and their applications. The 2022 occasion will be held on 20th December ...

Joyce W. Yen, John R. Birge, A Stochastic Programming Approach to the Airline Crew Scheduling Problem, Transportation Science, Vol. 40, No. 1 (February 2006), pp. 3-14 ...

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

The problem is solved using a multi-stage stochastic linear programming (SLP) model to generalize the closed-form solution obtained by Richard (1975). We account for aspects of the application of the ...