Zobrazeno 1 - 10
of 53
pro vyhledávání: '"Wolfram Wiesemann"'
Publikováno v:
Operations Research.
Peak/off-peak spreads on European electricity forward and spot markets are eroding due to the ongoing nuclear phaseout in Germany and the steady growth in photovoltaic capacity. The reduced profitability of peak/off-peak arbitrage forces hydropower p
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::bd5e658e29c48f378fab8d7319d7883b
https://doi.org/10.1287/opre.2023.2456
https://doi.org/10.1287/opre.2023.2456
Publikováno v:
Mathematical Programming. 197:427-447
We study non-convex optimization problems over simplices. We show that for a large class of objective functions, the convex approximation obtained from the Reformulation-Linearization Technique (RLT) admits optimal solutions that exhibit a sparsity p
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::bf3923f9cf09e06a8f1a7420ef237991
https://doi.org/10.1007/s10107-021-01726-y
https://doi.org/10.1007/s10107-021-01726-y
Autor:
Giovanni Forchini, Fiona Grimm, D Haw, Pablo N Perez-Guzman, Sarah R Deeny, Josh C. D’Aeth, Katharina Hauck, Neil M. Ferguson, Esma Koca, Stefano Moret, Dheeya Rizmie, Marisa Miraldo, Wolfram Wiesemann, Peter C. Smith, Shubhechyya Ghosal, Krystal Lau
Publikováno v:
Nature Computational Science. 1:521-531
In response to unprecedented surges in the demand for hospital care during the SARS-CoV-2 pandemic, health systems have prioritized patients with COVID-19 to life-saving hospital care to the detriment of other patients. In contrast to these ad hoc po
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::17e36f9e7a7f84398a0e0e15f9e2b496
https://doi.org/10.1038/s43588-021-00111-1
https://doi.org/10.1038/s43588-021-00111-1
Publikováno v:
Mathematical Programming. 195:1107-1122
Wasserstein balls, which contain all probability measures within a pre-specified Wasserstein distance to a reference measure, have recently enjoyed wide popularity in the distributionally robust optimization and machine learning communities to formul
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::a0acde1ac369cdfc76aff27655f90953
https://doi.org/10.1007/s10107-021-01673-8
https://doi.org/10.1007/s10107-021-01673-8
Autor:
Josh C. D’Aeth, Shubhechyya Ghosal, Fiona Grimm, David Haw, Esma Koca, Krystal Lau, Huikang Liu, Stefano Moret, Dheeya Rizmie, Peter C. Smith, Giovanni Forchini, Marisa Miraldo, Wolfram Wiesemann
The COVID-19 pandemic has seen dramatic demand surges for hospital care that have placed a severe strain on health systems worldwide. As a result, policy makers are faced with the challenge of managing scarce hospital capacity to reduce the backlog o
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::1d6d1a58f4018547297c6c4448704499
http://hdl.handle.net/10044/1/97857
http://hdl.handle.net/10044/1/97857
Publikováno v:
Operations Research, 68, 572-590. INFORMS Institute for Operations Research and the Management Sciences
Two-stage robust optimization problems, in which decisions are taken both in anticipation ofand in response to the observation of an unknown parameter vector from within an uncertaintyset, are notoriously challenging. In this paper, we develop conver
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::b5ba1000dc7f9778b9f3528ff372e001
https://doi.org/10.1287/opre.2019.1873
https://doi.org/10.1287/opre.2019.1873
Distributionally robust chance constrained programs minimize a deterministic cost function subject to the satisfaction of one or more safety conditions with high probability, given that the probability distribution of the uncertain problem parameters
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::28ad14d653a934390ab6df72688a6856
Publikováno v:
Management Science. 65:3282-3301
Stochastic programming and distributionally robust optimization seek deterministic decisions that optimize a risk measure, possibly in view of the most adverse distribution in an ambiguity set. We investigate under which circumstances such determinis
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::8358efc2e21a21bb7fb97e03f88980d1
https://doi.org/10.1287/mnsc.2018.3108
https://doi.org/10.1287/mnsc.2018.3108
Publikováno v:
SSRN Electronic Journal.
When releasing a new version of a durable product, a firm aims to attract new customers as well as persuade its existing customer base to upgrade. This is commonly achieved through a rollover strategy, which comprises the price of the new product as
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::6405e07a46b77a29868c20df069477e9
https://doi.org/10.2139/ssrn.3543050
https://doi.org/10.2139/ssrn.3543050
Publikováno v:
SSRN Electronic Journal.
When a firm selects an assortment of products to offer to customers, it uses a choice model to anticipate their probability of purchasing each product. In practice, the estimation of these models is subject to statistical errors, which may lead to si
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::4cbc4fc7a10ea6def991571b640de18f
https://doi.org/10.2139/ssrn.3685695
https://doi.org/10.2139/ssrn.3685695