Search Results - "Stochastic optimization"

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  1. 1
    Stochastic production phase design for an open pit mining complex with multiple processing streams

    Stochastic production phase design for an open pit mining complex with multiple processing streams by Asad, Mohammad Waqar, Dimitrakopoulos, R., van Eldert, J.

    Published 2014
    Subjects: “…stochastic optimization…”
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  2. 2
    A heuristic approach to stochastic cutoff grade optimization for open pit mining complexes with multiple processing streams

    A heuristic approach to stochastic cutoff grade optimization for open pit mining complexes with multiple processing streams by Asad, Mohammad Waqar, Dimitrakopoulos, R.

    Published 2013
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  3. 3
    A Model of Multistage Risk-Averse Stochastic Optimization and its Solution by Scenario-Based Decomposition Algorithms

    A Model of Multistage Risk-Averse Stochastic Optimization and its Solution by Scenario-Based Decomposition Algorithms by Zhang, M., Hou, L., Sun, Jie, Yan, A.

    Published 2020
    Subjects: Get full text
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  4. 4
    A first-order BSPDE for swing option pricing

    A first-order BSPDE for swing option pricing by Bender, C., Dokuchaev, Nikolai

    Published 2014
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  5. 5
    A First-Order BSPDE for Swing Option Pricing: Classical Solutions

    A First-Order BSPDE for Swing Option Pricing: Classical Solutions by Bender, C., Dokuchaev, Nikolai

    Published 2017
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  6. 6
    Stochastic optimal controls with delay

    Stochastic optimal controls with delay by Wang, Zimeng

    Published 2017
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  7. 7
    Risk minimization, regret minimization and progressive hedging algorithms

    Risk minimization, regret minimization and progressive hedging algorithms by Sun, Jie, Yang, X., Yao, Q., Zhang, M.

    Published 2020
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  8. 8
    Empirical analysis and optimization of capital structure adjustment

    Empirical analysis and optimization of capital structure adjustment by Ma, J., Xu, Honglei

    Published 2020
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  9. 9
    A new interpretation of the progressive hedging algorithm for multistage stochastic minimization problems

    A new interpretation of the progressive hedging algorithm for multistage stochastic minimization problems by Sun, Jie, Xu, Honglei, Zhang, Min

    Published 2020
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  10. 10
    Robust Stochastic Optimization With Convex Risk Measures: A Discretized Subgradient Scheme

    Robust Stochastic Optimization With Convex Risk Measures: A Discretized Subgradient Scheme by Yu, H., Sun, Jie

    Published 2021
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  11. 11
    Conjugate duality in stochastic controls with delay

    Conjugate duality in stochastic controls with delay by Wang, Zimeng, Hodge, David J., Le, Huiling

    Published 2017
    Subjects: “…Anticipated backward stochastic differential equation; Conjugate convex function; Stochastic delay differential equation; Stochastic maximum principle; Stochastic optimal control with delay…”
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  12. 12
    Asset liability management for an ordinary insurance system with proportional reinsurance in a CIR stochastic interest rate and Heston stochastic volatility framework

    Asset liability management for an ordinary insurance system with proportional reinsurance in a CIR stochastic interest rate and Heston stochastic volatility framework by Zhang, Y., Wu, Yong, Wiwatanapataphee, Benchawan, Angkola, Francisca

    Published 2020
    Subjects: Get full text

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