Francesca Maggioni - Bergamo Italy Francesca Maggioni - Bergamo Italy torna inizio

Research

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My research interests regard the following areas of investigation:


List of Publications

    Articles in Refereed International Journals

  1. Maggioni, F., & Pflug, G. (2018) Guaranteed Bounds for General Non-discrete Multistage Risk-Averse Stochastic Optimization Programs, Siam Journal of Optimization, DOI: 10.1137/17M1140601.
  2. Gambella, C. Maggioni, F. & Vigo, D. (2019) A Stochastic Programming Model for a Tactical Solid Waste Management Problem, European Journal of Operational Research, 273, 684–694 DOI: 10.1016/j.ejor.2018.08.005.
  3. Kabašinskas, A., Maggioni F., Šutienė, K. & Valakevičius E. (2018) A Multistage Risk Averse Stochastic Programming Model for Personal Savings Accrual: the Evidence from Lithuania, Annals of Operations Research DOI: 10.1007/s10479-018-3100-z. PDF
  4. Crainic, G.T., Maggioni, F., Perboli, G. & Rei, W. (2018) Reduced Cost-Based Variable Fixing in Two-Stage Stochastic Programming, Annals of Operations Research, DOI: 10.1007/s10479-018-2942-8.
  5. Bertazzi, L., Maggioni, F. (2018) A Stochastic Multi-stage Fixed Charge Transportation Problem: Worst-Case Analysis of the Rolling Horizon Approach, European Journal of Operational Research, 267(2), 555-569.
  6. Peboli, G., Gobbato, L & Maggioni, F. (2017) A Progressive Hedging method for the multi-path Traveling Salesman Problem with stochastic travel times, IMA Journal of Management Mathematics, doi: 10.1093/imaman/dpv024, 28(1): 65–86.
  7. Maggioni, F., Potra, F. & Bertocchi, M. (2017) A scenario-based framework for supply planning under uncertainty: stochastic programming versus robust optimization approaches, Comput Manag Sci, 14(5): 5–44.
  8. Ricca, R.L., Maggioni, F. (2017) Groundstate energy spectra of knots and links: magnetic versus bending energy, in New Directions in Geometric and Applied Knot Theory, Ed. Philipp Reiter, De Gruyter ISBN: 9783110571486.
  9. Alonso-Ayuso, A., Maggioni, F. (2017) Special issue on the 13th international conference on computational management science, Computational Management Science, 14(4), 461- 463.
  10. Alzalg, B., Maggioni F., Vitali, S. (2016) Homogeneous Self-dual Methods for Symmetric Cones under Uncertainty, Far East Journal of Mathematical Sciences, 99(11).
  11. Maggioni, F. & Pflug, G. (2016) Bounds and approximations for multistage stochastic programs, Siam Journal on Optimization, 26(1), 831–855.
  12. Maggioni, F., Allevi, E. & Bertocchi, M. (2016) Monotonic bounds in multistage mixed-integer linear stochastic programming, Computational Management Science, 13(3), 423– 457. Download PDF
  13. Bertazzi, L. & Maggioni, F. (2015) Solution Approaches for the Stochastic Capacitated Traveling Salesmen Location Problem with Recourse J. Optim. Theory Appl., 166(1), 321–342.
  14. Maggioni, F., Allevi, E. & Bertocchi, M. (2014) Bounds in multistage linear stochastic programming J. Optim. Theory Appl., 163(1), 200–229.
  15. Maggioni, F., Bertocchi, M., Mosca, E., Reinbold, R. & Zucchi, I. (2014) Geometric and Computational Models of Chromatin Fibre Folding for Human Embryonic Stem Cells, Procedia Social and behavioral Sciences, ISSN: 1877-0428, 108, 296–305.
  16. Bertazzi, L. & Maggioni, F. (2014) The Stochastic Capacitated Traveling Salesmen Location Problem: a computational comparison for a United States instance Procedia Social and behavioral Sciences, ISSN: 1877-0428, 108, 47–56.
  17. Ricca, R.L. & Maggioni, F. (2014) The energy spectrum of knots and links, Journal of Physics A: Mathematical and Theoretical, 47(20), 205501–205509.
  18. Maggioni, F. Perboli, G. & Tadei, R. (2014) The multi-path Traveling Salesman Problem with stochastic travel costs: a City Logistics computational study Transportation Research Procedia. 1(3), 528–536.
  19. Kabašinskas, A., Šutienė, K. Valakevičius, E. & Maggioni F. (2014) Stochastic programming framework for Lithuanian pension payout modelling, Croatian Operational Research Review, 5(2), 387–399.
  20. Maggioni, F., Alamri, S., Barenghi, C.F. & Ricca R.L. (2013) Vortex knots dynamics in Euler fluids IUTAM Procedia, Elsevier, 7, 29–38.
  21. Maggioni, F. Potra, F. & Bertocchi, M. (2013) Optimal kinematics of a looped filament, J. Optim. Theory Appl., DOI: 10.1007/s10957-013-0330-8, 159, 489–506.
  22. Al-Baali, M., Spedicato, E. and Maggioni F. (2013) Broyden’s Quasi-Newton Methods for Nonlinear System of Equations and Unconstrained Optimization, a Review and Open Problems, Optimization, Methods and Software, 29(5), 937–954.
  23. Maggioni, F. & Wallace, S.W. (2012) Analyzing the quality of the expected value solution in stochastic programming. Annals of Operations Research, 200(1), 37–54.
  24. Vespucci, M.T., Maggioni, F., Bertocchi, M.I. & Innorta, M. (2012) A stochastic model for the daily coordination of pumped storage hydro plants and wind power plants. Annals of Operations Research, 193(1), 91–105.
  25. Maggioni F., Vespucci M.T., Allevi E., Bertocchi M., Giacometti R. & Innorta M. (2010) A stochastic optimization model for gas retail with temperature scenarios and oil price parameters. Ima J. Manag. Math., 21, 149–163.
  26. Maggioni, F., Alamri, S., Barenghi, C.F. & Ricca R.L. (2010) Velocity, energy and helicity of vortex knots and unknots. Phys. Rev. E., 82(2), 026309–026317. (Selected for the Sepetember 2010 issue of Virtual Journal of Atomic Quantum Fluids; Section: Topological excitations of quantum fluids).
  27. Maggioni, F., Wallace, S.W., Bertocchi, M. & Allevi, E. (2010) Sensitivity Analysis in Stochastic Second Order Cone Programming for Mobile Ad Hoc Networks. Procedia Social and behavioral Sciences, 2(5), 7704–7705.
  28. Maggioni, F., Kaut, M. & Bertazzi, L. (2009) Stochastic Optimization Models for a Single-Sink Transportation Problem. Computational Management Science, special issue on “Computational Optimization under Uncertainty”, 6(2), 251–267.
  29. Maggioni, F., Alamri, S., Barenghi, C.F. & Ricca R.L. (2009) Kinetic energy of vortex knots and unknots. Il Nuovo Cimento C , 32(1), 133–142.
  30. Maggioni, F., Allevi, E., Bertocchi, M.I. & Potra, F. (2009) Stochastic Second-order cone programming in mobile ad hoc networks. J. Optim. Theory Appl., 143, 309–328.
  31. Maggioni, F. & Ricca R.L. (2009) On the groundstate energy of tight knots. Proc. Roy. Soc. A, 465(2109), 2761–2783.
  32. Ricca, R.L. & Maggioni, F. (2008) Multiple folding and packing in DNA modeling. Comput. Math. Appl., 55, 1044–1053.
  33. Maggioni, F., Vespucci, M.T., Allevi, E., Bertocchi, M.I. & Innorta, M. (2008) A two-stage stochastic optimization model for a gas sale retailer. Kybernetika, 44(2), 277–296.
  34. Maggioni, F. & Ricca, R.L. (2006) Writhing and coiling of closed filaments. Proc. Roy. Soc. A, 462, 3151–3166.
  35. Articles in Refereed Proceedings of International Conferences

  36. Bertazzi, L. & Maggioni, F. (2018) Forecasting Methods and Optimization Models for the Inventory Management of Perishable Products: the Case of ``La Centrale del Latte di Vicenza SpA'', AIRO Springer Series on Applications 2018 (ed. M. Dell’Amico, M. Gaudioso, G. Stecca)
  37. Cavagnini, R., Bertazzi, L. & Maggioni, F. (2018) A two-stage stochastic model for distribution logistics with transshipment and backordering: stochastic versus deterministic solutions. P. Daniele and L. Scrimali (eds.), New Trends in Emerging Complex Real Life Problems, AIRO Springer Series 1, https://doi.org/10.1007/978-3-030-00473-6_15
  38. Maggioni, F. & Allevi, E. (2017) Bounding Multistage Stochastic Programs: a Scenario Tree Based Approach, Lecture Notes in Computer Science, ODS2017 International Conference on Optimization and Decision Science: Methodologies and Applications, Springer Proceedings in Mathematics & Statistics 217, 403-411.
  39. Kabašinskas, A., Šutienė, K. Valakevičius, E. & Maggioni F. (2014) Stochastic Programming Framework for Lithuanian Pension Payout Modelling. 15 International Conference on Operational Research, KOI 2014 pp.77 Osijek: Croatian Operational Research Society ISSN 1849-5141
  40. Maggioni, F., Perboli, G., Tadei, R., (2014). The multi-path traveling salesman problem with stochastic travel costs: Building realistic instances for city logistics applications. 17th Annual Meeting of the EURO Working Group on Transportation (EWGT 2014), July 2-4, 2014 (pp.86-87). Sevilla: University of Seville. ISBN: 978-84-617-1148-2
  41. Maggioni,F., Bertocchi, M., Allevi, E., Potra, F.A., Wallace, S.W. (2013) Stochastic second-order cone programming in mobile ad-hoc networks: sensitivity to input parameters, in Stochastic Programming, Applications in Finance, Energy and Logistics (H.I.Gassmann, S.W.Wallace, W. T.Ziemba eds), World Scientific, ISBN: 978-981-4407-50-2, chapter 17, pages 467–486.
  42. Maggioni, F., Allevi, E. & Bertocchi, M. (2012) The value of information in multistage linear stochastic programming. Proceeding of the Special Workshop of Stochastic Programming Community (STOPROG-2012) Stochastic Programming for Implementation. ISBN 978-609-95241-4-6 Sakalauskas, A. Tomasgard, S. W.Wallace (Eds.): Proceedings. Vilnius, 78-82.
  43. Maggioni, F. & Ricca, R.L. (2008) DNA supercoiling modeling of nucleosome and viral spooling. PAMM, Proceedings 6th International Congress on Industrial and Applied Mathematics, Zurich 2007, 7, Issue 1 , 2120011–2120012.
  44. Ricca, R.L. & Maggioni, F. (2008) A new stretch-twist-fold model for fast dynamo. PAMM, Proceedings 6th International Congress on Industrial and Applied Mathematics, Zurich 2007, 7, Issue 1 , 2100051–2100052.
  45. Maggioni, F., Vespucci, M.T., Allevi, E., Bertocchi, M.I. & Innorta, M. (2007) A gas retail stochastic optimization model by mean reverting temperature scenarios. Communications to SIMAI Congress, on-line, 2, ISSN 1827-9015, DOI: 10.1685/CSC06162, 1–10.
  46. Maggioni, F. & Ricca, R.L. (2006) Twist and fold modelling of supercoiled filaments. Proc. 5 th Int. Conf. Aplimat Bratislava, Slovakia, Part II, 123–130.
  47. Articles in Refereed Italian Journals or Books

  48. Maggioni F. (2019) La programmazione non lineare, Capitolo 6 in Strategie, Introduzione alla teoria dei giochi e delle decisioni (ed. C. Bertini, G. Gambarelli, I. Stach), Giappichelli Editore.
  49. Maggioni F. (2019) La programmazione stocastica, Capitolo 10 in Strategie, Introduzione alla teoria dei giochi e delle decisioni (ed. C. Bertini, G. Gambarelli, I. Stach), Giappichelli Editore.
  50. Maggioni F. (2017) La bellezza e l’utilità della matematica: un omaggio a Marida Bertocchi, Atti dell’Ateneo di Bergamo, 185-196.
  51. Allevi, E., Maggioni, F. (2010) chapter 2: Proprietà base e teoria della programmazione stocastica lineare and chapter 3 Il metodo L-Shaped, in Programmazione stocastica e applicazioni by J. Abaffy, E. Allevi, M. Bertocchi, V. Moriggia, Apogeo, Milano ISBN/ISSN: 978-88-7534-044-5.
  52. Allevi, E., Maggioni, F. (2010) chapter 3 Il metodo L-Shaped, in Programmazione stocastica e applicazioni by J. Abaffy, E. Allevi, M. Bertocchi, V. Moriggia, Apogeo, Milano ISBN/ISSN: 978-88-7534-044-5.
  53. Maggioni F., (2010) Modelli di ottimizzazione stocastica per lo sheduling di mezzi di trasporto nel settore cementifero, in chapter 4: Applicazioni in finanza ed economia by M. Bertocchi in Programmazione stocastica e applicazioni by J. Abaffy, E. Allevi, M. Bertocchi, V. Moriggia, Apogeo, Milano, ISBN/ISSN: 978-88-7534-044-5.
  54. Maggioni F., Bertazzi, L., Kaut, M. (2010) Scheduling di mezzi di trasporto nel settore cementifero. Matematica e Impresa, Edizione 2010.
  55. Bertocchi, M., Maggioni, F., Innorta, M., Vespucci, M.T., Allevi, E., Gambarini, S. & Nicolini, S. (2008) La vendita al dettaglio del gas nel mercato liberalizzato: un modello di ottimizzazione stocastica. Matematica e Impresa, 1, 16.
  56. Bertocchi, M., Maggioni, F., Allevi, E., Vespucci, M.T., Innorta, M. & Gambarini, S. (2008) Un modello stocastico per la vendita al dettaglio del gas. In Scienza delle decisioni in Italia: applicazioni della ricerca operativa a problemi aziendali, Ed. Felici G. and Sciomachen A., 105–116.
  57. Maggioni, F. (2007) Cinematiche di filamenti elastici e rilassamento magnetico di tubi di flusso. Bollettino U.M.I. La Matematica nella Società e nella Cultura, Serie VIII, Vol. X-A, Agosto 2007, 267–270.
  58. Other Publications

  59. Maggioni, F. (2006) Kinematics of elastic filaments and magnetic relaxation of flux tubes. Ph.D. Thesis, University of Milano-Bicocca.
  60. Preprints (Under Evaluation in International Journals)

  61. Maggioni, F., Allevi, E. & Tomasgard, A Bounds for multi-horizon stochastic programs (first revision in Annals of Operations Research).
  62. Cavagnini, R., Bertazzi, L., Maggioni, F. & Hewitt, M., A two-stage stochastic optimization model for the Bike sharing allocation and rebalancing problem (first revision in Omega).
  63. Maggioni, F., Cagnolari, M., Bertazzi, L. & Wallace, SW. A Stochastic Optimization Model for a Bike-Sharing Problem with Transshipment (first revision in European Journal of Operational Research).
  64. Maggioni, F., Cagnolari, M. & Bertazzi, L. The Value of the Right Distribution in Stochastic Programming and its Application to a Lot Sizing Problem (first revision in CMS).
  65. Cavagnini, R. Hewitt, M. & Maggioni, F. Task assignment models considering stochastic learning and forgetting rates (submitted to International Journal of Production Economics).
  66. Peng, S., Lisser A. & Maggioni, F. Bounds for probabilistic constrained problems (submitted to Journal of Optimization Theory and Applications).
  67. Crainic, G.T., Hewitt, M., Maggioni, F. & Rei, W. Partial Benders Decomposition: General Methodology and Application to Stochastic Network Design (submitted to Transportation Science).
  68. In Preparation

  69. Filippi, C. Maggioni, F. & Speranza, M.G. Stochastic Shortest Path: A review.
  70. Maggioni, F., Dabbene, F., Pflug, G. On the sample complexity of multistage robust convex optimization problems.
  71. Lauria, D., Consigli, G. & Maggioni, F. Distributionally robust chance-constrained dynamic pension fund management.
  72. Bertazzi, L., Maggioni, F., Meisel, S. & Powell, WB. Analysis of policies in an energy storage problem with stochastic loads.
  73. Maggioni, F., Cavagnini, R. & Ahmed, S. Optimization Driven Monotonic Bounds for Stochastic Programs.

Contacts

Department of Management, Economics and Quantitative Methods
Università degli studi di Bergamo
Via dei Caniana 2 - 24127 Bergamo (Italy)
office: 257 (II floor)
e-mail: francesca.maggioni@unibg.it
tel: (+39) 035-2052649
fax: (+39) 035-2052549

simbolo Orcid orcid.org/0000-0003-3968-1934

simbolo scopus Author ID: 22835919600


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Francesca Maggioni - Bergamo Italy