221 search results - page 1 / 45 » A Linear Decision-Based Approximation Approach to Stochastic... |
IOR
2008
13 years 4 months ago
2008
FSTTCS
2006
Springer
13 years 8 months ago
2006
Springer
Abstract. Stochastic optimization is a leading approach to model optimization problems in which there is uncertainty in the input data, whether from measurement noise or an inabili...
MP
2008
13 years 4 months ago
2008
In this paper we discuss computational complexity and risk averse approaches to two and multistage stochastic programming problems. We argue that two stage (say linear) stochastic ...
ANOR
2010
13 years 4 months ago
2010
We study some mathematical programming formulations for the origin-destination model in airline revenue management. In particular, we focus on the traditional probabilistic model ...
WSC
2001
13 years 5 months ago
2001
Various stochastic programmingproblemscan be formulated as problems of optimization of an expected value function. Quite often the corresponding expectation function cannot be com...