Analyzing the quality of the expected value solution in stochastic programming

F Maggioni, SW Wallace - Annals of Operations Research, 2012 - Springer
Stochastic programs are usually hard to solve when applied to real-world problems; a
common approach is to consider the simpler deterministic program in which random …

A stochastic programming model for a tactical solid waste management problem

C Gambella, F Maggioni, D Vigo - European Journal of Operational …, 2019 - Elsevier
Solid waste management poses a rich variety of interesting and challenging optimization
problems. Waste managers are required to take short-, medium-, and long-term planning …

An enhanced sample average approximation method for stochastic optimization

A Emelogu, S Chowdhury, M Marufuzzaman… - International Journal of …, 2016 - Elsevier
Choosing the appropriate sample size in Sample Average Approximation (SAA) method is
very challenging. Inappropriate sample size can lead to the generation of low quality …

Bounds in multistage linear stochastic programming

F Maggioni, E Allevi, M Bertocchi - Journal of Optimization Theory and …, 2014 - Springer
Multistage stochastic programs, which involve sequences of decisions over time, are usually
hard to solve in realistically sized problems. Providing bounds for optimal solution may help …

A rolling horizon approach for a multi-stage stochastic fixed-charge transportation problem with transshipment

R Cavagnini, L Bertazzi, F Maggioni - European Journal of Operational …, 2022 - Elsevier
We study a fixed-charge transportation problem under stochastic and dynamic demand. We
propose a multi-stage mixed integer stochastic programming formulation, where the first …

[HTML][HTML] A bi-criteria moving-target travelling salesman problem under uncertainty

A Maskooki, M Kallio - European Journal of Operational Research, 2023 - Elsevier
This article concerns a variant of moving target travelling salesman problem where the
number and locations of targets vary with time and realizations of random trajectories …

A stochastic multi-stage fixed charge transportation problem: Worst-case analysis of the rolling horizon approach

L Bertazzi, F Maggioni - European Journal of Operational Research, 2018 - Elsevier
We introduce a stochastic multi-stage fixed charge transportation problem, in which a
producer has to satisfy an uncertain demand within a deadline. At each time period, a fixed …

A progressive hedging method for the multi-path travelling salesman problem with stochastic travel times

G Perboli, L Gobbato, F Maggioni - IMA Journal of Management …, 2017 - academic.oup.com
In this paper, we consider a recently introduced problem specifically designed for Smart
Cities and City Logistics applications: the multi-path travelling salesman problem with …

A scenario-based framework for supply planning under uncertainty: stochastic programming versus robust optimization approaches

F Maggioni, FA Potra, M Bertocchi - Computational Management Science, 2017 - Springer
In this paper we analyze the effect of two modelling approaches for supply planning
problems under uncertainty: two-stage stochastic programming (SP) and robust optimization …

Variance-reduced first-order methods for deterministically constrained stochastic nonconvex optimization with strong convergence guarantees

Z Lu, S Mei, Y Xiao - arXiv preprint arXiv:2409.09906, 2024 - arxiv.org
In this paper, we study a class of deterministically constrained stochastic optimization
problems. Existing methods typically aim to find an $\epsilon $-stochastic stationary point …