Browsing Discussion papers (FOR) by Author "Prochazka, Vit"

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    • Stochastic programs with binary distributions: Structural properties of scenario trees and algorithms 

      Prochazka, Vit; Wallace, Stein W. (Discussion paper;12/17, Working paper, 2017-10-27)
      Binary random variables often refer to such as customers that are present or not, roads that are open or not, machines that are operable or not. At the same time, stochastic programs often apply to situations where penalties ...

    • The value of foresight in the drybulk freight market 

      Prochazka, Vit; Adland, Roar; Wallace, Stein W. (Discussion paper;1/18, Working paper, 2018-01-31)
      We analyze the value of foresight in the drybulk freight market when repositioning a vessel through space and time. In order to do that, we apply an optimization model on a network with dynamic regional freight rate ...