Some important conceptual problems concerning the application of chance constrained programming (CCP) to risky practical decision problems are discussed by comparing CCP to stochastic programming with ...
This study develops a new use of data envelopment analysis for estimating a stochastic frontier cost function that is assumed to have two different error components ...
Research areas: Machine Learning-Augmented Optimization, Probabilistic Machine Learning, Large-Scale Combinatorial Optimization, Stochastic Programming, Uncertainty Quantification, Supply/Value Chain ...