ECSO2017: EUROPEAN CONFERENCE ON STOCHASTIC OPTIMIZATION 2017

This page contains an index consisting of author-provided keywords.

A
acceptability pricing	Acceptability Pricing of Contingent Claims Under Model Ambiguity Using Stochastic Optimization
Adaptive dual dynamic programming	Scenario trees vs. Scenario Lattices in Stochastic Optimization
adjustable robust	Exact approaches for the adjustable robust resource-constrained project scheduling problem
ADP	A Stochastic Programming approach for Annual Delivery Program creation in Liquefied Natural Gas Supply Chains
Aggregate production planning	Scenario trees vs. Scenario Lattices in Stochastic Optimization
agriculture	A two-stage stochastic optimization model for delineating rectangular management zones
air traffic management	A new MIP model for the Air Traffic Flow Management Problem A data-driven approach to 4D-trajectories selection in the European Airspace Tactical Optimisation for the Management of Scarce Resources at Busy Airports Data-driven modelling and validation of aircraft inbound-flow at some major European airports
Algorithms	A Stochastic Quasigradient Descent Algorithm for Shape Optimization Tutorial: A Unified Framework for Optimization under Uncertainty
ambiguity	Model error in premium calculation. Applications in climate-change events.
Approximate Dynamic Programming	Extracting ’Greeks’ from Multistage Linear Stochastic Optimization: Computing parameter sensitivities in Approximate Dual Dynamic Programming
Asset and Liability Management	Stress-testing of pension fund ALM models with stochastic dominance constraints
Asset liability management	Scenario trees vs. Scenario Lattices in Stochastic Optimization
asset pricing	Indifference pricing of natural gas storage contracts
Assignment	Lagrangean bounds for Combinatorial Stochastic Facility Location-assignment Problems
asynchronous algorithms	Parallelization Strategies For Distributed Stochastic Decomposition Algorithms Applied to Large Scale Hydropower Scheduling
auto-regressive process	MILP-based models for non-stationary stochastic lot-sizing strategies
automated container terminals	Energy-efficient scheduling of automated container terminals using piecewise affine approximations
B
backup trains	A Two-stage stochastic optimization framework for train rescheduling considering backup trains in a metro line with disruptions
Battery Degradation	SMACS MODEL - A Stochastic Multihorizon Approach for Charging Sites Management, Operations, Design and Expansion under Limited Capacity Conditions
Benders decomposition	Two-stage Stochastic Programming under Multivariate Risk Constraints with an Application to Humanitarian Relief Network Design Decomposition Methods for Stochastic Steiner Trees
benders decomposition algorithm	A Two-Stage Stochastic Mixed Integer Optimisation Model for High-Speed Passenger Rail Line Planning Problem
bid-ask spread	Acceptability Pricing of Contingent Claims Under Model Ambiguity Using Stochastic Optimization
Branch-and-Bound	A Branch-and-Bound Approach for Multi-Stage Stochastic Mixed-0-1 Programs
branch-and-cut	Two-stage Stochastic Programming under Multivariate Risk Constraints with an Application to Humanitarian Relief Network Design Valid Inequalities for a Stochastic Multi-stage Problem of Discrete Cargo Supply with Lead Times
branch-and-price	The Robust Machine Availability Problem
building simulation	Combined Stochastic Fractal Optimization and Neural Networks to Predict Hygrothermal Behavior of Building Materials
bus lane reservation	A stochastic programming model for optimal bus lane reservation under uncertainty
C
capacity expansion	Risk management for electricity transmission and generation capacity expansion planning Multi-horizon Stochastic Planning on the European Power System Risk management for rapid transit network capacity expansion planning
Capacity imbalance	Analysis of the Value of Component Commonality Through a Risk-Adjusted Assemble-to-Order System Optimization
capacity planning	Capacity Planning for Project Management by Adaptive Robust Optimization
chance constraints	Scenario-based decomposition technique for selected chance-constrained convex optimization problems
Charging Sites	SMACS MODEL - A Stochastic Multihorizon Approach for Charging Sites Management, Operations, Design and Expansion under Limited Capacity Conditions
climate change	A Framework for dealing with Baseline Uncertainty: An Analysis of China’s Intensity Target
Closed-loop supply chain network design	Closed Loop Supply Chain Network Design for the Marble Industry: A stochastic robust approach
column generation	A Two-Stage Stochastic Mixed Integer Optimisation Model for High-Speed Passenger Rail Line Planning Problem A two-stage stochastic optimization model for delineating rectangular management zones
Combinatorial Stochastic problems	Lagrangean bounds for Combinatorial Stochastic Facility Location-assignment Problems
Competitive Equilibrium	On risk averse competitive equilibrium
conditional value-at-risk	Two-stage Stochastic Programming under Multivariate Risk Constraints with an Application to Humanitarian Relief Network Design
Constraint Programming	Stochastic Constraint Programming as Reinforcement Learning
Contamination Technique	Stress-testing of pension fund ALM models with stochastic dominance constraints
control	Risk-Averse Control of Continuous-Time Markov Processes
convexity	Structural properties of probability constraints
Cost-Risk Balancing Problem	Water Supply Systems Management by Optimizing Simulation Model with Stochastic Gradient Methods
CRRA utility	Optimal Investment for a Retirement Plan with Deferred Annuities
D
data-driven optimization	A data-driven approach to 4D-trajectories selection in the European Airspace Data-driven modelling and validation of aircraft inbound-flow at some major European airports
Decision Processes	A Simulation-based Markov Decision Process for the Scheduling of Operating Theatres
Decisions under uncertainty	The Effects of Learning and Competition in Dynamic Stochastic Optimization
Decomposition	Stochastic Decomposition applied to large-scale hydro valleys management
decomposition method	Exact approaches for the adjustable robust resource-constrained project scheduling problem
decomposition methods	Interior-point methods for stochastic nonsymmetric conic optimization Assortment and inventory planning under limited production capacity Scenario-based decomposition technique for selected chance-constrained convex optimization problems
Deferred annuity	Optimal Investment for a Retirement Plan with Deferred Annuities
demand discontinuity	Discontinuous Demand Functions: Estimation and Pricing
Demand management	Waste Reduction in Packaged Fresh Food Supply Chain Planning
Demand side bidding	Multi market bidding strategies for demand side flexibility aggregators in electricity markets
deviation measures	Strong Convexity for Mean-Risk Models with Complete Linear Recourse
differentiability	Structural properties of probability constraints
discrete adjoint	Adjoint Assisted Surrogate Modeling for Robust Design with Multiple Objectives
Discrete event systems	Using Simulation Models Structure for optimization: an application to queuing systems
disruptions	A Two-stage stochastic optimization framework for train rescheduling considering backup trains in a metro line with disruptions
dominance	Guaranteed Bounds for Multistage Stochastic Optimization Programs through stochastic dominance
Dual ascent	Decomposition Methods for Stochastic Steiner Trees
Dynamic Programming	Stochastic Decomposition applied to large-scale hydro valleys management
dynamic system	Optimization of time-dependent processing rates in stochastic systems
E
Electric Vehicles	SMACS MODEL - A Stochastic Multihorizon Approach for Charging Sites Management, Operations, Design and Expansion under Limited Capacity Conditions
Electricity Market	Multi market bidding strategies for demand side flexibility aggregators in electricity markets On risk averse competitive equilibrium
Enenrgy applications	Decision-making Under Uncertainty for Fuel Contracting of Combined Heat and Power Plants
Energy applications	A Stochastic Programming Approach for the Optimal Management of Aggregated Distributed Energy Resources
Energy dispatching	Explicit solutions of stochastic energy storage problems
energy efficiency	Energy-efficient scheduling of automated container terminals using piecewise affine approximations
Energy market	Value of Flexible Resources, Virtual Bidding, and Self-Scheduling in Two-Settlement Electricity Markets With Wind Generation Risk-aversion in Capacity Mechanisms – Computing Stochastic Market Equilibria using ADMM Valuation and Pricing of Electricity Delivery Contracts - the Producer's View
energy markets	Insurance and model uncertainty for measuring the risk premia in energy markets Modelling investment in energy markets: stochastic equilibrium problem defined on simulation model
Energy planning	Optimal Bidding Strategies on the Day-Ahead Electricity Market for a Hydro Power Producer: A Hybrid CPU-GPU Implementation
energy policy	A Framework for dealing with Baseline Uncertainty: An Analysis of China’s Intensity Target
energy savings	Combined Stochastic Fractal Optimization and Neural Networks to Predict Hygrothermal Behavior of Building Materials
Energy storage management	Explicit solutions of stochastic energy storage problems
Energy storage systems	Optimal sizing of energy storage systems based on two-stage stochastic programming
Entropy measures	Entropic measures of risk
epidemiological models	Optimal control and the Value of Information for a Stochastic Epidemiological SIS-Model
Equilibrium models	Risk-aversion in Capacity Mechanisms – Computing Stochastic Market Equilibria using ADMM
Estimation	On adaptive Markov Chain Monte Carlo method Discontinuous Demand Functions: Estimation and Pricing
Expected residual minimization	On a Risk Averse Formulation for Complementarity Problems under Stochastic Uncertainty
expectiles	Portfolio Optimization with Expectiles
exploration-exploitation	Discontinuous Demand Functions: Estimation and Pricing
extreme value distribution	Model error in premium calculation. Applications in climate-change events.
F
Facility Location	A Branch-and-Bound Approach for Multi-Stage Stochastic Mixed-0-1 Programs Lagrangean bounds for Combinatorial Stochastic Facility Location-assignment Problems
financial planning	Goal-based wealth management and long-term individual financial planning
financial strategies	Volatility vs. downside risk: performance protection in dynamic portfolio strategies
Forestry planning	Risk management for forestry planning
G
Global Optimization	A Random Perturbation of the Gradient approach for Global Optimization of Stochastic Functions
GPU	Optimal Bidding Strategies on the Day-Ahead Electricity Market for a Hydro Power Producer: A Hybrid CPU-GPU Implementation
Grid Expansion	SMACS MODEL - A Stochastic Multihorizon Approach for Charging Sites Management, Operations, Design and Expansion under Limited Capacity Conditions
Groebner Bases	Probability of Feasible Loads in Passive Gas Networks
H
Health Care	A Simulation-based Markov Decision Process for the Scheduling of Operating Theatres
Hedging Contracts	Stress-testing of pension fund ALM models with stochastic dominance constraints
heuristic	Assortment and inventory planning under limited production capacity
Heuristics	Scenario-based decomposition technique for selected chance-constrained convex optimization problems A Simulation-based Markov Decision Process for the Scheduling of Operating Theatres
High-speed rail	A Two-Stage Stochastic Mixed Integer Optimisation Model for High-Speed Passenger Rail Line Planning Problem
humanitarian relief	Two-stage Stochastic Programming under Multivariate Risk Constraints with an Application to Humanitarian Relief Network Design
Hybrid genetic algo-rithm	Differential Transit Periods of China’s Railway Freight Transportation Based on OD
Hydro power	Optimal Bidding Strategies on the Day-Ahead Electricity Market for a Hydro Power Producer: A Hybrid CPU-GPU Implementation
Hydrostorage	Scenario trees vs. Scenario Lattices in Stochastic Optimization
I
Insurance	Insurance and model uncertainty for measuring the risk premia in energy markets
Insurance models	On randomized reinsurance contracts
Interior-point methods	Interior-point methods for stochastic nonsymmetric conic optimization
inventory	Assortment and inventory planning under limited production capacity
L
Lagrangian decomposition	Decomposition Methods for Stochastic Steiner Trees
Lattice	Scenario trees vs. Scenario Lattices in Stochastic Optimization
Learning and Competition	The Effects of Learning and Competition in Dynamic Stochastic Optimization
Light robustness	A bi-objective approach for robust train platforming
line planning problem	A Two-Stage Stochastic Mixed Integer Optimisation Model for High-Speed Passenger Rail Line Planning Problem
linear recourse	Strong Convexity for Mean-Risk Models with Complete Linear Recourse
LNG	A Stochastic Programming approach for Annual Delivery Program creation in Liquefied Natural Gas Supply Chains
local search	Local search for stochastic parallel machine scheduling: improving performance by estimating the makespan
logistics	The Static and Stochastic VRPTW with both random Customers and Reveal Times
M
machine availability	The Robust Machine Availability Problem
management zones	A two-stage stochastic optimization model for delineating rectangular management zones
Marble industry	Closed Loop Supply Chain Network Design for the Marble Industry: A stochastic robust approach
Markov Chain Monte Carlo	On adaptive Markov Chain Monte Carlo method
Markov processes	Indifference pricing of natural gas storage contracts Risk-Averse Control of Continuous-Time Markov Processes
Mathematical Gas Networks	Probability of Feasible Loads in Passive Gas Networks
mean-risk models	Strong Convexity for Mean-Risk Models with Complete Linear Recourse
metaheuristic	Combined Stochastic Fractal Optimization and Neural Networks to Predict Hygrothermal Behavior of Building Materials
Metaheuristics	A matheuristic for the design and planning of a closed loop supply chain with time stochastic dominance constraints A matheuristic algorithm for multistage stochastic optimization Optimizing the Profitable k-Traveling Repairman Problem under Uncertainty: A Comprehensive Metaheuristic Framework
metamodels	Metamodel Uncertainty in Simulation-Optimization: a Bootstrap Analysis
metro line	A Two-stage stochastic optimization framework for train rescheduling considering backup trains in a metro line with disruptions
metros	From Reactive to Predictive Regulation in Metros
MILP model	MILP-based models for non-stationary stochastic lot-sizing strategies
Mixed integer programming	A new MIP model for the Air Traffic Flow Management Problem
model uncertainty	Acceptability Pricing of Contingent Claims Under Model Ambiguity Using Stochastic Optimization
Monte Carlo methods	On adaptive Markov Chain Monte Carlo method
multi-criteria decision making	Multi-criteria decision making for a risk-averse manufacturer
multi-horizon	Multi-horizon Stochastic Planning on the European Power System
multi-objective models	Goal-based wealth management and long-term individual financial planning
multi-objective optimization	Adjoint Assisted Surrogate Modeling for Robust Design with Multiple Objectives
Multi-Stage Mixed-0-1	A Branch-and-Bound Approach for Multi-Stage Stochastic Mixed-0-1 Programs
Multi-stage models	Guaranteed Bounds for Multistage Stochastic Optimization Programs through stochastic dominance
multi-stage problems	A matheuristic algorithm for multistage stochastic optimization
multi-stage stochastic integer programming	Valid Inequalities for a Stochastic Multi-stage Problem of Discrete Cargo Supply with Lead Times
Multi-stage stochastic programming	Optimal Investment for a Retirement Plan with Deferred Annuities Optimal Bidding Strategies on the Day-Ahead Electricity Market for a Hydro Power Producer: A Hybrid CPU-GPU Implementation
multicriteria optimization	Two-stage Stochastic Programming under Multivariate Risk Constraints with an Application to Humanitarian Relief Network Design
Multihorizon	SMACS MODEL - A Stochastic Multihorizon Approach for Charging Sites Management, Operations, Design and Expansion under Limited Capacity Conditions
Multiobjective combinatorial optimization	A bi-objective approach for robust train platforming
multiple depots	A short turning strategy for an urban rail transit line with multiple depots
Multistage Stochastic Model	Stress-testing of pension fund ALM models with stochastic dominance constraints
multistage stochastic optimization	Resource allocation planning for natural disaster mitigation. A multistage stochastic model with endogenous uncertainty Acceptability Pricing of Contingent Claims Under Model Ambiguity Using Stochastic Optimization
multivariate risk	Two-stage Stochastic Programming under Multivariate Risk Constraints with an Application to Humanitarian Relief Network Design
N
natural gas industry	Indifference pricing of natural gas storage contracts
Negotiation	Decision-making Under Uncertainty for Fuel Contracting of Combined Heat and Power Plants
nested distance	Acceptability Pricing of Contingent Claims Under Model Ambiguity Using Stochastic Optimization
network design	Scheduled Service Network Design with Stochastic Travel Times Two-stage Stochastic Programming under Multivariate Risk Constraints with an Application to Humanitarian Relief Network Design Production-Distribution Network Design Problem with Partial Demand Information
Network optimization	Decomposition Methods for Stochastic Steiner Trees
neural networks	Combined Stochastic Fractal Optimization and Neural Networks to Predict Hygrothermal Behavior of Building Materials
Nonlinear complementarity problem function	On a Risk Averse Formulation for Complementarity Problems under Stochastic Uncertainty
Nonsymmetric conic programming	Interior-point methods for stochastic nonsymmetric conic optimization
O
operational hedging	Analysis of the Value of Component Commonality Through a Risk-Adjusted Assemble-to-Order System Optimization
operations research	The Static and Stochastic VRPTW with both random Customers and Reveal Times
optimal control	Optimal control and the Value of Information for a Stochastic Epidemiological SIS-Model
Optimal power flow	Optimal sizing of energy storage systems based on two-stage stochastic programming
optimization	Risk management for forestry planning From Reactive to Predictive Regulation in Metros A data-driven approach to 4D-trajectories selection in the European Airspace
optimization of simulation models	Modelling investment in energy markets: stochastic equilibrium problem defined on simulation model
Optimization under uncertainty	A new MIP model for the Air Traffic Flow Management Problem Waste Reduction in Packaged Fresh Food Supply Chain Planning Tutorial: A Unified Framework for Optimization under Uncertainty Optimizing the Profitable k-Traveling Repairman Problem under Uncertainty: A Comprehensive Metaheuristic Framework
Option contract	Coordination in Supply Chain through Option Contract under Disruption risk
Out of sample measurement	Scenario trees vs. Scenario Lattices in Stochastic Optimization
P
Parallel computing	Parallelization Strategies For Distributed Stochastic Decomposition Algorithms Applied to Large Scale Hydropower Scheduling Optimal Bidding Strategies on the Day-Ahead Electricity Market for a Hydro Power Producer: A Hybrid CPU-GPU Implementation
parallel machine scheduling	The Robust Machine Availability Problem
Parametric Models	Probability of Feasible Loads in Passive Gas Networks
Pareto efficiency	Multi-criteria decision making for a risk-averse manufacturer
partial demand information	Production-Distribution Network Design Problem with Partial Demand Information
pension plans	Longevity Swap Pricing through Dynamic Stochastic Programming
piecewise affine approximations	Energy-efficient scheduling of automated container terminals using piecewise affine approximations
planning	Risk management for electricity transmission and generation capacity expansion planning Resource allocation planning for natural disaster mitigation. A multistage stochastic model with endogenous uncertainty Risk management for rapid transit network capacity expansion planning Risk management for tactical supply chain planning
portfolio optimization	Volatility vs. downside risk: performance protection in dynamic portfolio strategies Portfolio Optimization with Expectiles Portfolio Optimization based on DARA Stochastic Dominance
power system	Multi-horizon Stochastic Planning on the European Power System
premium	Model error in premium calculation. Applications in climate-change events.
pricing	Discontinuous Demand Functions: Estimation and Pricing Valuation and Pricing of Electricity Delivery Contracts - the Producer's View
Probabilistic criterion	Sample Average Approximation Method for Stochastic Programming Problems with Probabilistic Criteria
Probability functions	Structural properties of probability constraints
production	Managing shutdown risk in commodity and energy production
production-distribution	Production-Distribution Network Design Problem with Partial Demand Information
Project management	Capacity Planning for Project Management by Adaptive Robust Optimization
Pumping Schedules Optimization	Water Supply Systems Management by Optimizing Simulation Model with Stochastic Gradient Methods
Q
quadratic programming	Portfolio Optimization based on DARA Stochastic Dominance
Quantile criterion	Sample Average Approximation Method for Stochastic Programming Problems with Probabilistic Criteria
quantum-inspired evolutionary algorithm	A stochastic programming model for optimal bus lane reservation under uncertainty
Queuing Systems	Using Simulation Models Structure for optimization: an application to queuing systems
R
Railway applications	Rail Yield Management at Trenitalia
Railway freight transportation	Differential Transit Periods of China’s Railway Freight Transportation Based on OD
Railway traffic optimization	Robustness and stability of integrated stochastic optimization approaches for scheduling trains and railway infrastructure maintenance
Random Perturbation of the Gradient	A Random Perturbation of the Gradient approach for Global Optimization of Stochastic Functions
Recovery robustness	A bi-objective approach for robust train platforming
regulation	From Reactive to Predictive Regulation in Metros
Reinforcement Learning	Stochastic Constraint Programming as Reinforcement Learning
Reinsurance contracts	On randomized reinsurance contracts
renewables	Multi-horizon Stochastic Planning on the European Power System
Replication of Options Pricing	Extracting ’Greeks’ from Multistage Linear Stochastic Optimization: Computing parameter sensitivities in Approximate Dual Dynamic Programming
resource allocation	Resource allocation planning for natural disaster mitigation. A multistage stochastic model with endogenous uncertainty
resource-constrained project scheduling problem	Exact approaches for the adjustable robust resource-constrained project scheduling problem
resources management	A Stochastic Programming Approach for the Optimal Management of Aggregated Distributed Energy Resources Tactical Optimisation for the Management of Scarce Resources at Busy Airports
Retirement plan	Optimal Investment for a Retirement Plan with Deferred Annuities
Revenue management	Discontinuous Demand Functions: Estimation and Pricing
Reverse logistics	Optimal Strategies for RFID Implementation in Multi-Echelon Supply Chain
RFID benefits	Optimal Strategies for RFID Implementation in Multi-Echelon Supply Chain
RFID costs	Optimal Strategies for RFID Implementation in Multi-Echelon Supply Chain
Risk analysis	Discrete Conditional Value-at-Risk for the Makespan in Temporal Networks Under Imperfect Information
Risk Averse Optimization	On risk averse competitive equilibrium
Risk aversion	On a Risk Averse Formulation for Complementarity Problems under Stochastic Uncertainty
risk management	Volatility vs. downside risk: performance protection in dynamic portfolio strategies Risk management for electricity transmission and generation capacity expansion planning Risk management for forestry planning Portfolio Optimization with Expectiles Risk-aversion in Capacity Mechanisms – Computing Stochastic Market Equilibria using ADMM Risk management for rapid transit network capacity expansion planning Risk-Averse Control of Continuous-Time Markov Processes Risk management for tactical supply chain planning Longevity Swap Pricing through Dynamic Stochastic Programming
risk modeling	Managing shutdown risk in commodity and energy production Entropic measures of risk Capacity Planning for Project Management by Adaptive Robust Optimization
risk pooling	Analysis of the Value of Component Commonality Through a Risk-Adjusted Assemble-to-Order System Optimization
Risk premium	Insurance and model uncertainty for measuring the risk premia in energy markets
risk-averse manufacturing	Multi-criteria decision making for a risk-averse manufacturer
risk-averse two-stage	Two-stage Stochastic Programming under Multivariate Risk Constraints with an Application to Humanitarian Relief Network Design
robust design	Adjoint Assisted Surrogate Modeling for Robust Design with Multiple Objectives
robust optimization	Robust Capacity Planning Under Service Constraints The Robust Machine Availability Problem Capacity Planning for Project Management by Adaptive Robust Optimization
S
Sample Average Approximation	Sample Average Approximation Method for Stochastic Programming Problems with Probabilistic Criteria
sample-based techniques	Scenario-based decomposition technique for selected chance-constrained convex optimization problems
Sampling	On adaptive Markov Chain Monte Carlo method
Scenario Lattice	A Stability Result for Linear Markov Decision Processes
Scenario reduction	Optimal sizing of energy storage systems based on two-stage stochastic programming
Scenario tree	Scenario trees vs. Scenario Lattices in Stochastic Optimization
Scheduling	Discrete Conditional Value-at-Risk for the Makespan in Temporal Networks Under Imperfect Information Scheduled Service Network Design with Stochastic Travel Times Sequencing with Uncertain Processing Times and Release Dates A Simulation-based Markov Decision Process for the Scheduling of Operating Theatres
Scheduling of infrastructure maintenance	Robustness and stability of integrated stochastic optimization approaches for scheduling trains and railway infrastructure maintenance
Sequencing	Sequencing with Uncertain Processing Times and Release Dates
service levels	Robust Capacity Planning Under Service Constraints
Shape optimization	A Stochastic Quasigradient Descent Algorithm for Shape Optimization
short turning	A short turning strategy for an urban rail transit line with multiple depots
simulation	Local search for stochastic parallel machine scheduling: improving performance by estimating the makespan From Reactive to Predictive Regulation in Metros On adaptive Markov Chain Monte Carlo method Production-Distribution Network Design Problem with Partial Demand Information
Simulation Optimization	Using Simulation Models Structure for optimization: an application to queuing systems
simulation-optimization	Metamodel Uncertainty in Simulation-Optimization: a Bootstrap Analysis
single server	Robust Capacity Planning Under Service Constraints
Smart Grids	Multi market bidding strategies for demand side flexibility aggregators in electricity markets
Spheric-radial Decomposition	Probability of Feasible Loads in Passive Gas Networks
stability	Strong Convexity for Mean-Risk Models with Complete Linear Recourse On a Risk Averse Formulation for Complementarity Problems under Stochastic Uncertainty
static-dynamic uncertainty strategy	MILP-based models for non-stationary stochastic lot-sizing strategies
sthichastic optimization	Managing shutdown risk in commodity and energy production
stochastci optimization	A matheuristic algorithm for multistage stochastic optimization
Stochastic Approximation	A Random Perturbation of the Gradient approach for Global Optimization of Stochastic Functions
Stochastic Average Gradient	A Random Perturbation of the Gradient approach for Global Optimization of Stochastic Functions
Stochastic complementarity problem	On a Risk Averse Formulation for Complementarity Problems under Stochastic Uncertainty
Stochastic Constraint Programming	Stochastic Constraint Programming as Reinforcement Learning
stochastic dominance	Stress-testing of pension fund ALM models with stochastic dominance constraints Portfolio Optimization based on DARA Stochastic Dominance
Stochastic Dual Dynamic Programming	Stochastic Decomposition applied to large-scale hydro valleys management
Stochastic Equilibrium	On risk averse competitive equilibrium
stochastic equilibrium problems	Modelling investment in energy markets: stochastic equilibrium problem defined on simulation model
stochastic fractal optimization	Combined Stochastic Fractal Optimization and Neural Networks to Predict Hygrothermal Behavior of Building Materials
Stochastic Gradient Methods	Water Supply Systems Management by Optimizing Simulation Model with Stochastic Gradient Methods
Stochastic integer program	Assortment and inventory planning under limited production capacity
stochastic integrated assessment modelling	A Framework for dealing with Baseline Uncertainty: An Analysis of China’s Intensity Target
stochastic Kriging	Multi-criteria decision making for a risk-averse manufacturer
stochastic lot-sizing	Valid Inequalities for a Stochastic Multi-stage Problem of Discrete Cargo Supply with Lead Times MILP-based models for non-stationary stochastic lot-sizing strategies
stochastic machine scheduling	Local search for stochastic parallel machine scheduling: improving performance by estimating the makespan
stochastic modeling	Risk management for rapid transit network capacity expansion planning
Stochastic network	Differential Transit Periods of China’s Railway Freight Transportation Based on OD
Stochastic network design	Decomposition Methods for Stochastic Steiner Trees
Stochastic Nomination Validation	Probability of Feasible Loads in Passive Gas Networks
Stochastic Optimal Control	Stochastic Decomposition applied to large-scale hydro valleys management
stochastic optimisation	A Two-Stage Stochastic Mixed Integer Optimisation Model for High-Speed Passenger Rail Line Planning Problem
stochastic optimization	Risk management for electricity transmission and generation capacity expansion planning A Stochastic Quasigradient Descent Algorithm for Shape Optimization Robust Capacity Planning Under Service Constraints Multi-horizon Stochastic Planning on the European Power System Scheduled Service Network Design with Stochastic Travel Times Sequencing with Uncertain Processing Times and Release Dates Guaranteed Bounds for Multistage Stochastic Optimization Programs through stochastic dominance Stress-testing of pension fund ALM models with stochastic dominance constraints Optimal control and the Value of Information for a Stochastic Epidemiological SIS-Model Explicit solutions of stochastic energy storage problems A Stochastic Programming Approach for the Optimal Management of Aggregated Distributed Energy Resources Valuation and Pricing of Electricity Delivery Contracts - the Producer's View Decision-making Under Uncertainty for Fuel Contracting of Combined Heat and Power Plants A matheuristic for the design and planning of a closed loop supply chain with time stochastic dominance constraints Rail Yield Management at Trenitalia Entropic measures of risk Goal-based wealth management and long-term individual financial planning The Effects of Learning and Competition in Dynamic Stochastic Optimization Optimization of time-dependent processing rates in stochastic systems Tutorial: A Unified Framework for Optimization under Uncertainty On randomized reinsurance contracts Production-Distribution Network Design Problem with Partial Demand Information A Stability Result for Linear Markov Decision Processes Scenario-based decomposition technique for selected chance-constrained convex optimization problems A Two-stage stochastic optimization framework for train rescheduling considering backup trains in a metro line with disruptions Risk management for tactical supply chain planning Tactical Optimisation for the Management of Scarce Resources at Busy Airports Data-driven modelling and validation of aircraft inbound-flow at some major European airports
Stochastic programming	A Stochastic Programming approach for Annual Delivery Program creation in Liquefied Natural Gas Supply Chains Interior-point methods for stochastic nonsymmetric conic optimization Extracting ’Greeks’ from Multistage Linear Stochastic Optimization: Computing parameter sensitivities in Approximate Dual Dynamic Programming SMACS MODEL - A Stochastic Multihorizon Approach for Charging Sites Management, Operations, Design and Expansion under Limited Capacity Conditions Analysis of the Value of Component Commonality Through a Risk-Adjusted Assemble-to-Order System Optimization Two-stage Stochastic Programming under Multivariate Risk Constraints with an Application to Humanitarian Relief Network Design A stochastic programming model for optimal bus lane reservation under uncertainty Longevity Swap Pricing through Dynamic Stochastic Programming
stochastic simulation	A stochastic programming model for optimal bus lane reservation under uncertainty
stochastic vehicle routing	The Static and Stochastic VRPTW with both random Customers and Reveal Times
stochastic-dynamic programming	Indifference pricing of natural gas storage contracts
Storage	SMACS MODEL - A Stochastic Multihorizon Approach for Charging Sites Management, Operations, Design and Expansion under Limited Capacity Conditions
strong convexity	Strong Convexity for Mean-Risk Models with Complete Linear Recourse
Structural properties	Structural properties of probability constraints
Supply chain	Waste Reduction in Packaged Fresh Food Supply Chain Planning
Supply chain coordination	Coordination in Supply Chain through Option Contract under Disruption risk
Supply chain management	A matheuristic for the design and planning of a closed loop supply chain with time stochastic dominance constraints
Supply Chains	A Stochastic Programming approach for Annual Delivery Program creation in Liquefied Natural Gas Supply Chains Risk management for tactical supply chain planning
Supply disruption	Coordination in Supply Chain through Option Contract under Disruption risk
surrogate modeling	Adjoint Assisted Surrogate Modeling for Robust Design with Multiple Objectives
T
Temporal Networks	Discrete Conditional Value-at-Risk for the Makespan in Temporal Networks Under Imperfect Information
time-dependent processing rates	Optimization of time-dependent processing rates in stochastic systems
train circulation	A short turning strategy for an urban rail transit line with multiple depots
Train platforming problem	A bi-objective approach for robust train platforming
train rescheduling	A Two-stage stochastic optimization framework for train rescheduling considering backup trains in a metro line with disruptions
train scheduling	A short turning strategy for an urban rail transit line with multiple depots
Train scheduling and routing	Robustness and stability of integrated stochastic optimization approaches for scheduling trains and railway infrastructure maintenance
Transit periods	Differential Transit Periods of China’s Railway Freight Transportation Based on OD
Traveling repairman problem	Optimizing the Profitable k-Traveling Repairman Problem under Uncertainty: A Comprehensive Metaheuristic Framework
two-stage program	A two-stage stochastic optimization model for delineating rectangular management zones
Two-stage stochastic programming	Optimal sizing of energy storage systems based on two-stage stochastic programming
U
Uncertain demand	Coordination in Supply Chain through Option Contract under Disruption risk
uncertainty	Multi-horizon Stochastic Planning on the European Power System Insurance and model uncertainty for measuring the risk premia in energy markets
uncertainty assessment	Metamodel Uncertainty in Simulation-Optimization: a Bootstrap Analysis
Uncertainty modeling	Closed Loop Supply Chain Network Design for the Marble Industry: A stochastic robust approach
Unit commitment problem	Value of Flexible Resources, Virtual Bidding, and Self-Scheduling in Two-Settlement Electricity Markets With Wind Generation
V
Voltage control	Optimal sizing of energy storage systems based on two-stage stochastic programming
W
warmstarting	Parallelization Strategies For Distributed Stochastic Decomposition Algorithms Applied to Large Scale Hydropower Scheduling
Wasserstein Distance	Insurance and model uncertainty for measuring the risk premia in energy markets A Stability Result for Linear Markov Decision Processes
Wind energy generation	Value of Flexible Resources, Virtual Bidding, and Self-Scheduling in Two-Settlement Electricity Markets With Wind Generation
Y
Yield Management	Rail Yield Management at Trenitalia
Z
ZDDs	The Robust Machine Availability Problem

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