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Stochastic optimization for hospital beds management under uncertainties
Hospitals have to deals with a lot of random events making their management hard to realize. Those difficulties are mainly due to the uncertainty relative to future... -
Strategic Asset Allocation and ALM models for pension funds
This thesis focuses on the strategic asset allocation models and on their application for the financial reserve management of a pay-as-you-go (PAYG) retirement... -
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...
