Search Results - "Stochastic programming"

On Data-Driven Prescriptive Analytics with Side Information: A Regularized Nadaraya–Watson Approach.

Authors: Wang, Yijie Srivastava, Prateek R. Hanasusanto, Grani A. et al.

Source: Manufacturing & Service Operations Management (M&SOM) (INFORMS). May/Jun2026, Vol. 28 Issue 3, p841-859. 19p.

Markov Chain–Based Policies for Multistage Stochastic Integer Linear Programming with an Application to Disaster Relief Logistics.

Authors: Castro, Margarita Bodur, Merve Song, Yongjia

Source: Manufacturing & Service Operations Management (M&SOM) (INFORMS). May/Jun2026, Vol. 28 Issue 3, p956-974. 19p.

Solving Two-Stage Programs with Endogenous Uncertainty via Random Variable Transformation.

Authors: Bazotte, Maria Carvalho, Margarida Vidal, Thibaut

Source: INFORMS Journal on Computing. Mar/Apr2026, Vol. 38 Issue 2, p605-624. 20p.

Integrated Timetabling and Scheduling of Modular Autonomous Vehicles Under Uncertainty.

Authors: Xia, Dongyang Ma, Jihui Sharif Azadeh, Shadi

Source: Transportation Science (INFORMS). Mar/Apr2026, Vol. 60 Issue 2, p284-315. 32p.

A Branch-and-Benders Cut Algorithm for a Stochastic Service Network Design with Crowdsourced Capacity.

Authors: Satici, Ozgur Dayarian, Iman

Source: Transportation Science (INFORMS). Mar/Apr2026, Vol. 60 Issue 2, p316-342. 27p.

A Proximal Difference-of-Convex Algorithm for Sample Average Approximation of Chance Constrained Programming.

Authors: Wang, Peng Jiang, Rujun Kong, Qingyuan et al.

Source: INFORMS Journal on Computing. Jan/Feb2026, Vol. 38 Issue 1, p315-339. 25p.

Activated Benders Decomposition for Day-Ahead Paratransit Itinerary Planning.

Authors: Cummings, Kayla Jacquillat, Alexandre Vaze, Vikrant

Source: INFORMS Journal on Computing. Jan/Feb2026, Vol. 38 Issue 1, p126-149. 24p.

An Exact Algorithm for Multicommodity Network Design Under Stochastic Interdictions.

Authors: Vaziri, Shabnam Mahmoudzadeh Kuzgunkaya, Onur Vidyarthi, Navneet

Source: INFORMS Journal on Computing. Nov/Dec2025, Vol. 37 Issue 6, p1518-1541. 24p.

Technical Note—Data-Driven Sample Average Approximation with Covariate Information.

Authors: Kannan, Rohit Bayraksan, Güzin Luedtke, James R.

Source: Operations Research. Nov/Dec2025, Vol. 73 Issue 6, p3245-3259. 15p.

On the Out-of-Sample Performance of Stochastic Dynamic Programming and Model Predictive Control.

Authors: Keehan, Dominic S. T. Philpott, Andrew B. Anderson, Edward J.

Source: INFORMS Journal on Optimization. Winter2026, Vol. 8 Issue 1, p41-60. 20p.

Consistent Time Window Assignments for Stochastic Multi-Depot Multi-Commodity Pickup and Delivery.

Authors: Zehtabian, Shohre Ulmer, Marlin W.

Source: Transportation Science (INFORMS). Jan/Feb2026, Vol. 60 Issue 1, p1-21. 21p.

The k -Traveling Repairman Problem with Stochastic Service Request Times.

Authors: Cassidey, Thomas Bryant Dayarian, Iman

Source: Transportation Science (INFORMS). Jan/Feb2026, Vol. 60 Issue 1, p22-45. 24p.

Individual Path Recommendation Under Public Transit Service Disruptions Considering Behavior Uncertainty.

Authors: Mo, Baichuan Koutsopoulos, Haris N. Shen, Zuo-Jun Max et al.

Source: Transportation Science (INFORMS). Nov/Dec2025, Vol. 59 Issue 6, p1235-1258. 24p.

Online Stochastic Optimization with Wasserstein-Based Nonstationarity.

Authors: Jiang, Jiashuo Li, Xiaocheng Zhang, Jiawei

Source: Management Science (INFORMS). Nov2025, Vol. 71 Issue 11, p9104-9122. 19p.

On the Value of Risk-Averse Multistage Stochastic Programming in Capacity Planning.

Authors: Yu, Xian Shen, Siqian

Source: INFORMS Journal on Computing. Sep/Oct2025, Vol. 37 Issue 5, p1143-1162. 20p.

A Stochastic Benders Decomposition Scheme for Large-Scale Stochastic Network Design.

Authors: Bertsimas, Dimitris Cory-Wright, Ryan Pauphilet, Jean et al.

Source: INFORMS Journal on Computing. Sep/Oct2025, Vol. 37 Issue 5, p1163-1181. 19p.

Analysis of a Class of Minimization Problems Lacking Lower Semicontinuity.

Authors: Han, Shaoning Cui, Ying Pang, Jong-Shi

Source: Mathematics of Operations Research (INFORMS). Aug2025, Vol. 50 Issue 3, p2175-2198. 24p.

Langevin Dynamics Based Algorithm e-TH ε O POULA for Stochastic Optimization Problems with Discontinuous Stochastic Gradient.

Authors: Lim, Dong-Young Neufeld, Ariel Sabanis, Sotirios et al.

Source: Mathematics of Operations Research (INFORMS). Aug2025, Vol. 50 Issue 3, p2333-2374. 42p.

Dual Solutions in Convex Stochastic Optimization.

Authors: Pennanen, Teemu Perkkiö, Ari-Pekka

Source: Mathematics of Operations Research (INFORMS). Aug2025, Vol. 50 Issue 3, p2375-2404. 30p.

A Retrospective Approximation Approach for Smooth Stochastic Optimization.

Authors: Newton, David Bollapragada, Raghu Pasupathy, Raghu et al.

Source: Mathematics of Operations Research (INFORMS). Aug2025, Vol. 50 Issue 3, p2301-2332. 32p.