Neel Somani points out that while artificial intelligence may look like it runs on data and algorithms, its real engine is ...

A novel parallel decomposition algorithm is developed for large, multistage stochastic optimization problems. The method decomposes the problem into subproblems that correspond to scenarios. The ...

Professor Ruszczynski’s interests are in the theory, numerical methods and applications of stochastic optimization. He is author of "Nonlinear Optimization", "Lectures on Stochastic programming", and ...

The Journal of the Operational Research Society, Vol. 52, No. 3 (Mar., 2001), pp. 340-351 (12 pages) The resource investment problem deals with the issue of providing resources to a project such that ...