Anna Timonina-Farkas

Stochastic Dynamic Programming Using Optimal Quantizers

  • Georg Ch. Pflug
  • Anna Timonina-Farkas
    • Categories Applications - OR and Management Sciences, Dynamic Programming, Stochastic Programming

    Multi-stage stochastic optimization is a well-known quantitative tool for decision-making under uncertainty, which applications include financial and investment planning, inventory control, energy production and trading, electricity generation planning, supply chain management and similar fields. Theoretical solution of multi-stage stochastic programs can be found explicitly only in very exceptional cases due to the complexity of the … Read more

    Robust PageRank: Stationary Distribution on a Growing Network Structure

  • Anna Timonina-Farkas
    • Categories Network Optimization, Nonlinear Optimization, Robust Optimization Tags , , ,

    PageRank (PR) is a challenging and important network ranking algorithm, which plays a crucial role in information technologies and numerical analysis due to its huge dimension and wide range of possible applications. The traditional approach to PR goes back to the pioneering paper of S. Brin and L. Page, who developed the initial method in … Read more