2 papers
math.OC2025
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…
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…