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Advanced metaheuristics for the probabilistic orienteering problem

Chou, Xiaochen ; Gambardella, Luca Maria (Dir.) ; Montemanni, Roberto (Codir.)

Thèse de doctorat : Università della Svizzera italiana, 2020 ; 2020INFO020.

Stochastic Optimization Problems take uncertainty into account. For this reason they are in general more realistic than deterministic ones, meanwhile, more difficult to solve. The challenge is both on modelling and computation aspects: exact methods usually work only for small instances, besides, there are several problems with no closed-form expression or hard- to-compute objective functions....

Combining Stochastic Optimization and Monte Carlo Simulation to Deal with Uncertainties in Climate Policy Assessment

Babonneau, Frédéric ; Haurie, Alain ; Loulou, Richard ; Vielle, Marc

In: Environmental Modeling & Assessment, 2012, vol. 17, no. 1-2, p. 51-76

Coupled Action Recognition and Pose Estimation from Multiple Views

Yao, Angela ; Gall, Juergen ; Van Gool, Luc

In: International Journal of Computer Vision, 2012, vol. 100, no. 1, p. 16-37

A scenario generation algorithm for multistage stochastic programming : application for asset allocation models with derivatives

Laurent, Alessandro ; Barone Adesi, Giovanni (Dir.) ; Audrino, Francesco (Codir.)

Thèse de doctorat : Università della Svizzera italiana, 2006 ; 2006ECO001.

Modern financial portfolio management problems as well as asset/liability problems use stochastic optimization to allocate financial assets. To implement and solve such a stochastic optimization based portfolio allocation problem, we require scenario trees for the description of the future market evolutions of every random variable present in the model. This thesis proposes a general algorithm to...