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 ...
We consider optimal consumption and (strategic) asset allocation of an investor with uncertain lifetime. The problem is solved using a multi-stage stochastic linear programming (SLP) model to ...
Research areas: Machine Learning-Augmented Optimization, Probabilistic Machine Learning, Large-Scale Combinatorial Optimization, Stochastic Programming, Uncertainty Quantification, Supply/Value Chain ...
Some results have been hidden because they may be inaccessible to you
Show inaccessible results
Feedback