most citedForecasting Outside the Box: Application-Driven Optimal Pointwise Forecasts for Stochastic Optimization

2 citations · 2 across the 2 of their papers we have counts for

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2 papers

math.PR2025

Limiting behavior of mixed coherent systems with Lévy-frailty Marshall-Olkin failure times

Guido Lagos, Javiera Barrera, Pablo Romero +1

In this paper we show a limit result for the reliability function of a system -- that is, the probability that the whole system is still operational after a certain given time -- w…

math.OC2024★ 2 cited

Forecasting Outside the Box: Application-Driven Optimal Pointwise Forecasts for Stochastic Optimization

Tito Homem-de-Mello, Juan Valencia, Felipe Lagos +1

We study a class of two-stage stochastic programs, namely, those with fixed recourse matrix and fixed costs, and linear second stage. We show that, under mild assumptions, the prob…