This study develops a unified framework for optimal portfolio selection in jump–uncertain stochastic markets, contributing both theoretical foundations and computational insights. We establish the ...

Key Laboratory of Smart Manufacturing in Energy Chemical Process, Ministry of Education, East China University of Science and Technology, Shanghai 200237, China Engineering Research Center of Process ...

Functional programming, as the name implies, is about functions. While functions are part of just about every programming paradigm, including JavaScript, a functional programmer has unique ...

DecisionProgramming.jl is a Julia package for solving multi-stage decision problems under uncertainty, modeled using influence diagrams. Internally, it relies on mathematical optimization. Decision ...

Ask the publishers to restore access to 500,000+ books. A line drawing of the Internet Archive headquarters building façade. An illustration of a heart shape "Donate to the archive" An illustration of ...

Stochastic linear program for investments in the European power system. To cite this Original Software Publication: https://www.sciencedirect.com/science/article/pii ...

ABSTRACT: Two-stage problem of stochastic convex programming with fuzzy probability distribution is studied in this paper. Multicut L-shaped algorithm is proposed to solve the problem based on the ...

Many Optimization problems in engineering and economic involve the challenging task of pondering both conflicting goals and random data. In this paper, we give an up-to-date overview of how important ...