This paper deals with a stochastic programming model which complements long range market simulation models such as those currently developed by several gas ...

A notion of Nash equilibrium, called event-adapted equilibrium, is defined for non-cooperative, multi-stage games where uncertainty is gradually resolved. ...

In this paper we develop a stochastic, dynamic network equilibrium model of airline passenger transportation. The model explicitly incorporates the behavior...

This paper addresses the question of determining an optimal mix of gas contracts for a producer supplying the North American gas market. We first propose a ...

In this paper, we present general formulations for the stochastic vehicle routing problem with capacity restrictions in which the <i>m</i> vehicle tours hav...

This paper describes a family of stochastic location-routing problems which consist of simultaneously locating a depot among a set of potential sites, of det...

A model is presented for looking at the main characteristics of long term gas contracts. The problem is formulated as a dynamic stochastic multimarket model...