Ricardo A. Collado

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For a risk-averse multistage stochastic optimization problem with a finite scenario tree, we introduce a new scenario decomposition method and we prove its convergence. The main idea of the method is to construct a family of risk-neutral approximations of the problem. The method is applied to a risk-averse inventory and assembly problem. In addition, we(More)
INTRODUCTION. Atherosclerotic occlusion of the brachiocephalic trunk (CBT) is a rare clinical entity and its presentation in the form of arterio-arterial embolism is uncommon. Early identification of patients with CBT occlusion may have important therapeutic implications. CASE REPORT. A man aged 49 presents with sudden onset symptoms involving the territory(More)
For a risk-averse multistage stochastic optimization problem with a finite scenario tree, we introduce a new scenario decomposition method and we prove its convergence. The method is applied to a risk-averse inventory and assembly problem. In addition, we develop a partially regularized bundle method for nonsmooth optimization.
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