We propose dual decomposition and solution schemes for multistage CVaR-constrained problems. These schemes meet the need for handling multiple CVaR-constraints for different time frames and at ...

Dynamic stochastic matching problems arise in a variety of recent applications, ranging from ridesharing and online video games to kidney exchange. Such problems are naturally formulated as Markov ...

This is a preview. Log in through your library . Abstract The basic properties are stated of a linear programming problem with a linear objective function having quadratic constraints whose associated ...

This is a preview. Log in through your library . Abstract In the lot tolerance percent defective (LTPD) single sampling attribute plan proposed by Dodge-Romig (1929) the process average and the LTPD ...

Neural networks have emerged as a powerful framework for addressing complex problems across numerous scientific domains. In particular, the interplay between neural network models and constraint ...

We propose dual decomposition and solution schemes for multistage CVaRconstrained problems. These schemes meet the need for handling multiple CVaR constraints for different time frames and at ...