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Two methods of pruning Benders' cuts and their application to the management ...
In this article, we describe a gas portfolio management problem, which is solved with the SDDP (Stochastic Dual Dynamic Programming) algorithm. We present some... -
Optimization methods for a stochastic surgery planning problem
International audience -
A Robust Scenario Approach for the Vehicle Routing Problem with Uncertain Tra...
International audience -
The use of time-dependent markov decision process for stochastic airport gate...
International audience -
Stochastic programming approaches for staffing in call centers with uncertain...
Call centers are essential infrastructures but loom large in a company budget. An important way to reduce costs is the staffing optimization: how many agents should be... -
Robust Stochastic Approximation Approach to Stochastic Programming
International audience -
Chance Constrained Programming : with applications in Energy Management
In optimization problems involving uncertainty, probabilistic constraints are an important tool for defining safety of decisions. In Energy management, many...
