Alexander Vinel

Publication Activity (10 Years)

Years Active: 2013-2023
Publications (10 Years): 16

Top Topics

Stochastic Programming Problems

Top Venues

J. Optim. Theory Appl.

Publications

Nasrin Mohabbati-Kalejahi, Alexander Vinel
Risk parity: An alternative formulation for risk-averse stochastic optimization in presence of heavy-tailed distribution of losses. J. Oper. Res. Soc. 74 (3) (2023)
Zuo Zeng, Alexander Vinel, Brianna Christian, Yasuhiro Shoji, Selen Cremaschi
A graph theoretic approach to non-anticipativity constraint generation in multistage stochastic programs with incomplete scenario sets. Comput. Oper. Res. 146 (2022)
Ebrahim Mortaz, Alexander Vinel
Predictive machine learning for prescriptive applications: A coupled training-validating approach. Knowl. Based Syst. 250 (2022)
Daniel F. Silva, Alexander Vinel, Bekircan Kirkici
On-Demand Public Transit: A Markovian Continuous Approximation Model. Transp. Sci. 56 (3) (2022)
Xing Wang, Alexander Vinel
Benchmarking Graph Neural Networks on Link Prediction. CoRR (2021)
Erhan Karakaya, Alexander Vinel, Alice E. Smith
Relocations in container depots for different handling equipment types: Markov models. Comput. Ind. Eng. 157 (2021)
Ebrahim Mortaz, Alexander Vinel
Predictive machine learning for prescriptive applications: a coupled training-validating approach. CoRR (2021)
Amir Mehdizadeh, Miao Cai, Qiong Hu, Mohammad Ali Alamdar Yazdi, Nasrin Mohabbati-Kalejahi, Alexander Vinel, Steven E. Rigdon, Karen C. Davis, Fadel M. Megahed
A Review of Data Analytic Applications in Road Traffic Safety. Part 1: Descriptive and Predictive Modeling. Sensors 20 (4) (2020)
Qiong Hu, Miao Cai, Nasrin Mohabbati-Kalejahi, Amir Mehdizadeh, Mohammad Ali Alamdar Yazdi, Alexander Vinel, Steven E. Rigdon, Karen C. Davis, Fadel M. Megahed
A Review of Data Analytic Applications in Road Traffic Safety. Part 2: Prescriptive Modeling. Sensors 20 (4) (2020)
Xing Wang, Alexander Vinel
Cross Learning in Deep Q-Networks. CoRR (2020)
Xing Wang, Alexander Vinel
Reannealing of Decaying Exploration Based On Heuristic Measure in Deep Q-Network. CoRR (2020)
Joseph J. Kennedy, Armin Khayyer, Alexander Vinel, Alice E. Smith
Efficient Risk Estimation Using Extreme Value Theory and Simulation Metamodeling. WSC (2020)
Alexander Vinel, Daniel F. Silva
Probability Distribution of the Length of the Shortest Tour between a Few Random Points: a simulation Study. WSC (2018)
Alexander Vinel, Pavlo A. Krokhmal
Certainty equivalent measures of risk. Ann. Oper. Res. 249 (1-2) (2017)
Alexander Vinel, Pavlo A. Krokhmal
Mixed integer programming with a class of nonlinear convex constraints. Discret. Optim. 24 (2017)
Maciej Rysz, Alexander Vinel, Pavlo A. Krokhmal, Eduardo L. Pasiliao
A Scenario Decomposition Algorithm for Stochastic Programming Problems with a Class of Downside Risk Measures. INFORMS J. Comput. 27 (2) (2015)
Alexander Vinel, Pavlo A. Krokhmal
-order cone programming. Optim. Methods Softw. 29 (6) (2014)
Alexander Vinel, Pavlo A. Krokhmal
On Valid Inequalities for Mixed Integer p-Order Cone Programming. J. Optim. Theory Appl. 160 (2) (2014)
Yana Morenko, Alexander Vinel, Zhaohan Yu, Pavlo A. Krokhmal
On p-norm linear discrimination. Eur. J. Oper. Res. 231 (3) (2013)