Abstract: Zeroth-order optimization algorithms are an attractive alternative for stochastic optimization problems, when gradient computations are expensive or when closed-form loss functions are not ...

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 ...

Course in stochastic optimization with an emphasis on formulating, solving, and approximating optimization models under uncertainty. Topics include: Models and applications: extensions of the linear ...

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 ...

Modern optimization theory, algorithms, and applications in process engineering. Topics include the fundamentals of linear programming, integer programming, nonlinear programming, mixed-integer ...

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 ...