We investigate risk-averse stochastic optimization problems with a risk-shaping constraint in the form of a stochastic-order relation. Both univariate and multivariate orders are considered. We extend ...
This is a preview. Log in through your library . Abstract A new algorithm for inequality constrained optimization is presented, which solves a linear programming subproblem and a quadratic subproblem ...
BeyondTrucks, provider of a transportation management system (TMS) designed to replace current legacy software and manual ...
Optimization seeks to find the best. It could be to design a process that minimizes capital or maximizes material conversion, to choose operating conditions that maximize throughput or minimize waste, ...
We construct duration-matched portfolios from the universe of the ICE BoA 0–2 Year AAA Euro Government Index (the “benchmark”), reweighted to optimize the portfolio Sherman ratio. We assess the ...
In today’s interconnected, data-driven, everything-as-a-service world, location technology is the pacemaker that keeps things ticking. I’ve spent most of the last 15 years immersing myself in that ...
New Jersey-based hydrochloric acid distributor Reagent Chemical is the first fleet to implement the provider’s new AI-powered ...