ABSTRACT Robust Design Optimization (RDO) using traditional approaches such as Monte Carlo (MC) sampling requires tremendous computational expense. Performing a RDO for problems involving time ...

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 ...

The main objective of work package 4 is to develop novel efficient and adaptive algorithms for nonlocal methods exploiting the characterisation of the nonlocal operators and their theoretical ...

A global research team led by scientists from China’s Tianjin Renai College has developed a novel stochastic optimization technique for enhanced dispatching and operational efficiency in PV-powered ...

In this paper we study the problems of pricing and optimizing sidecar and collateralized reinsurance portfolios. The academic literature on sidecar portfolio optimization that takes into account the ...