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    Chapter and Conference Paper

    Operations Research in the Red Zone

    The EURO Working Group on Operational Research Applied to Health Services (ORAHS) provides a network for researchers involved in the application of systematic and quantitative analysis in the planning and mana...

    Roberto Aringhieri, Ettore Lanzarone in Operations Research for Health Care in Red… (2023)

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    Book and Conference Proceedings

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    Chapter and Conference Paper

    Machine Learning Based Classification Models for COVID-19 Patients

    The SARS-CoV-2 pandemic has pushed the National Health Service to extraordinary pressure, causing situations of imbalance between the request and availability of assistance. When the number of patients exceeds...

    Francesca Maggioni, Daniel Faccini in Operations Research for Health Care in Red… (2023)

  4. Article

    Open Access

    Optimal chance-constrained pension fund management through dynamic stochastic control

    We apply a dynamic stochastic control (DSC) approach based on an open-loop linear feedback policy to a classical asset-liability management problem as the one faced by a defined-benefit pension fund (PF) manager....

    Davide Lauria, Giorgio Consigli, Francesca Maggioni in OR Spectrum (2022)

  5. Article

    Open Access

    A Stackelberg game for the Italian tax evasion problem

    In this paper, we consider the problem of tax evasion, which occurs whenever an individual or business ignores tax laws. Fighting tax evasion is the main task of the Economic and Financial Military Police, whi...

    Gianfranco Gambarelli, Daniele Gervasio in Computational Management Science (2022)

  6. Article

    Correction to: Preface: Stochastic optimization: theory and applications

    This erratum is published due to proofing error as author corrections were overlooked.

    Giorgio Consigli, Darinka Dentcheva, Francesca Maggioni in Annals of Operations Research (2020)

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    Article

    Stochastic optimization: theory and applications

    Giorgio Consigli, Darinka Dentcheva, Francesca Maggioni in Annals of Operations Research (2020)

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    Article

    Bounds in multi-horizon stochastic programs

    In this paper, we present bounds for multi-horizon stochastic optimization problems, a class of problems introduced in Kaut et al. (Comput Manag Sci 11:179–193, 2014) relevant in many industry-life applications t...

    Francesca Maggioni, Elisabetta Allevi, Asgeir Tomasgard in Annals of Operations Research (2020)

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    Article

    The value of the right distribution in stochastic programming with application to a Newsvendor problem

    In this paper we introduce the concepts of the Value of the Right Distribution (VRD), the Performance Bound (PB) and the Worst-Case Performance Bound (WPB), which allow us to quantify how much we lose if we guess...

    Francesca Maggioni, Matteo Cagnolari, Luca Bertazzi in Computational Management Science (2019)

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    Article

    A multistage risk-averse stochastic programming model for personal savings accrual: the evidence from Lithuania

    In this paper we consider the problem of choosing the optimal pension fund in the second pillar of Lithuanian pension system by providing some guidelines to individuals with defined contribution pension plans....

    Audrius Kabašinskas, Francesca Maggioni, Kristina Šutienė in Annals of Operations Research (2019)

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    Article

    Reduced cost-based variable fixing in two-stage stochastic programming

    The explicit consideration of uncertainty is essential in addressing most planning and operation issues encountered in the management of complex systems. Unfortunately, the resulting stochastic programming for...

    Teodor G. Crainic, Francesca Maggioni, Guido Perboli in Annals of Operations Research (2018)

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    Chapter and Conference Paper

    Bounding Multistage Stochastic Programs: A Scenario Tree Based Approach

    Multistage mixed-integer stochastic programs are among the most challenging optimization problems combining stochastic programs and discrete optimization problems. Approximation techniques which provide lower ...

    Francesca Maggioni, Elisabetta Allevi in Optimization and Decision Science: Methodo… (2017)

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    Article

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

    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 (RO). The comparison between the tw...

    Francesca Maggioni, Florian A. Potra, Marida Bertocchi in Computational Management Science (2017)

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    Article

    Monotonic bounds in multistage mixed-integer stochastic programming

    Multistage stochastic programs bring computational complexity which may increase exponentially with the size of the scenario tree in real case problems. For this reason approximation techniques which replace t...

    Francesca Maggioni, Elisabetta Allevi, Marida Bertocchi in Computational Management Science (2016)

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    Article

    Solution Approaches for the Stochastic Capacitated Traveling Salesmen Location Problem with Recourse

    A facility has to be located in a given area to serve a given number of customers. The position of the customers is not known. The service to the customers is carried out by several traveling salesmen. Each of...

    Luca Bertazzi, Francesca Maggioni in Journal of Optimization Theory and Applications (2015)

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    Article

    Bounds in Multistage Linear Stochastic Programming

    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 in evaluating whether i...

    Francesca Maggioni, Elisabetta Allevi in Journal of Optimization Theory and Applica… (2014)

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    Article

    Optimal Kinematics of a Looped Filament

    New kinematics of supercoiling of closed filaments as solutions of the elastic energy minimization are proposed. The analysis is based on the thin rod approximation of the linear elastic theory, under conserva...

    Francesca Maggioni, Florian A. Potra in Journal of Optimization Theory and Applica… (2013)

  18. No Access

    Article

    Analyzing the quality of the expected value solution in stochastic programming

    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 parameters are replaced by their expected v...

    Francesca Maggioni, Stein W. Wallace in Annals of Operations Research (2012)

  19. No Access

    Article

    A stochastic model for the daily coordination of pumped storage hydro plants and wind power plants

    We propose a stochastic model for the daily operation scheduling of a generation system including pumped storage hydro plants and wind power plants, where the uncertainty is represented by the hourly wind powe...

    Maria Teresa Vespucci, Francesca Maggioni in Annals of Operations Research (2012)

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    Article

    Stochastic optimization models for a single-sink transportation problem

    In this paper, we study a single-sink transportation problem in which the production capacity of the suppliers and the demand of the single customer are stochastic. Shipments are performed by capacitated vehic...

    Francesca Maggioni, Michal Kaut, Luca Bertazzi in Computational Management Science (2009)