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A stochastic programming model for a tactical solid waste management problem
Free accessBASE | 2019| -
Covariate-adaptive clustering of exposures for air pollution epidemiology cohorts
Free accessBASE | 2020| -
Optimizing Trading Decisions for Hydro Storage Systems using Approximate Dual Dynamic Programming
Free accessBASE | 2016| -
Model selection in sparse high-dimensional vine copula models with an application to portfolio risk
Free accessBASE | 2020| -
A robust optimization model for distribution and evacuation in the disaster response phase
Free accessBASE | 2017| -
Jump variation estimation with noisy high frequency financial data via wavelets
Free accessBASE | 2016| -
Optimal sup-norm rates, adaptivity and inference in nonparametric instrumental variables estimation
Free accessBASE | 2015| -
Reconstructing the topology of financial networks from degree distributions and reciprocity
Free accessBASE | 2019| -
Mean-field type games between two players driven by backward stochastic differential equations
Free accessBASE | 2018| -
A two-stage stochastic rule-based model to determine pre-assembly buffer content
Free accessBASE | 2018| -
A multi-stage stochastic programming model for managing risk-optimal electricity portfolios
Free accessBASE | 2016| -
Effectively tackling reinsurance problems by using evolutionary and swarm intelligence algorithms
Free accessBASE | 2014| -
Optimal Execution with Multiplicative Price Impact and Incomplete Information on the Return
Free accessBASE | 2022| -
Nonlinear filtering of partially observed systems arising in singular stochastic optimal control
Free accessBASE | 2021| -
Biological conservation: mathematical models from an ecological and socio-economic systems perspective
Free accessBASE | 2021| -
Modeling and pricing cyber insurance: Idiosyncratic, systematic, and systemic risks
Free accessBASE | 2023| -
Time-consistency of risk measures with GARCH volatilities and their estimation
Free accessBASE | 2018|
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