Alexander Vinel

19 papers Misc 2Journal 17
YearRankTypeTitle / Venue / Authors
2023 J jnl
Risk parity: An alternative formulation for risk-averse stochastic optimization in presence of heavy-tailed distribution of losses.
J. Oper. Res. Soc.
Nasrin Mohabbati-Kalejahi, Alexander Vinel
2022 J jnl
A graph theoretic approach to non-anticipativity constraint generation in multistage stochastic programs with incomplete scenario sets.
Comput. Oper. Res.
Zuo Zeng, Alexander Vinel, Brianna Christian, Yasuhiro Shoji, Selen Cremaschi
2022 J jnl
On-Demand Public Transit: A Markovian Continuous Approximation Model.
Transp. Sci.
Daniel F. Silva, Alexander Vinel, Bekircan Kirkici
2022 J jnl
Predictive machine learning for prescriptive applications: A coupled training-validating approach.
Knowl. Based Syst.
Ebrahim Mortaz, Alexander Vinel
2021 J jnl
Benchmarking Graph Neural Networks on Link Prediction.
CoRR
Xing Wang, Alexander Vinel
2021 J jnl
Predictive machine learning for prescriptive applications: a coupled training-validating approach.
CoRR
Ebrahim Mortaz, Alexander Vinel
2021 J jnl
Relocations in container depots for different handling equipment types: Markov models.
Comput. Ind. Eng.
Erhan Karakaya, Alexander Vinel, Alice E. Smith
2020 J jnl
A Review of Data Analytic Applications in Road Traffic Safety. Part 1: Descriptive and Predictive Modeling.
Sensors
Amir Mehdizadeh, Miao Cai, Qiong Hu, Mohammad Ali Alamdar Yazdi, Nasrin Mohabbati-Kalejahi, Alexander Vinel, Steven E. Rigdon, Karen C. Davis, Fadel M. Megahed
2020 J jnl
A Review of Data Analytic Applications in Road Traffic Safety. Part 2: Prescriptive Modeling.
Sensors
Qiong Hu, Miao Cai, Nasrin Mohabbati-Kalejahi, Amir Mehdizadeh, Mohammad Ali Alamdar Yazdi, Alexander Vinel, Steven E. Rigdon, Karen C. Davis, Fadel M. Megahed
2020 J jnl
Cross Learning in Deep Q-Networks.
CoRR
Xing Wang, Alexander Vinel
2020 Misc conf
Efficient Risk Estimation Using Extreme Value Theory and Simulation Metamodeling.
WSC
Joseph J. Kennedy, Armin Khayyer, Alexander Vinel, Alice E. Smith
2020 J jnl
Reannealing of Decaying Exploration Based On Heuristic Measure in Deep Q-Network.
CoRR
Xing Wang, Alexander Vinel
2018 Misc conf
Probability Distribution of the Length of the Shortest Tour between a Few Random Points: a simulation Study.
WSC
Alexander Vinel, Daniel F. Silva
2017 J jnl
Certainty equivalent measures of risk.
Ann. Oper. Res.
Alexander Vinel, Pavlo A. Krokhmal
2017 J jnl
Mixed integer programming with a class of nonlinear convex constraints.
Discret. Optim.
Alexander Vinel, Pavlo A. Krokhmal
2015 J jnl
A Scenario Decomposition Algorithm for Stochastic Programming Problems with a Class of Downside Risk Measures.
INFORMS J. Comput.
Maciej Rysz, Alexander Vinel, Pavlo A. Krokhmal, Eduardo L. Pasiliao
2014 J jnl
On Valid Inequalities for Mixed Integer p-Order Cone Programming.
J. Optim. Theory Appl.
Alexander Vinel, Pavlo A. Krokhmal
2014 J jnl
Polyhedral approximations in
Optim. Methods Softw.
Alexander Vinel, Pavlo A. Krokhmal
2013 J jnl
On p-norm linear discrimination.
Eur. J. Oper. Res.
Yana Morenko, Alexander Vinel, Zhaohan Yu, Pavlo A. Krokhmal