221 search results - page 2 / 45 » A Linear Decision-Based Approximation Approach to Stochastic... |
UAI
2001
13 years 6 months ago
2001
In this work we focus on efficient heuristics for solving a class of stochastic planning problems that arise in a variety of business, investment, and industrial applications. The...
EMO
2009
Springer
13 years 11 months ago
2009
Springer
To model combinatorial decision problems involving uncertainty and probability, we introduce stochastic constraint programming. Stochastic constraint programs contain both decision...
MP
2002
13 years 4 months ago
2002
In this paper we consider stochastic programming problems where the objective function is given as an expected value of a convex piecewise linear random function. With an optimal s...
ANOR
2006
13 years 4 months ago
2006
Abstract. We investigate the quality of solutions obtained from sample-average approximations to two-stage stochastic linear programs with recourse. We use a recently developed sof...
CDC
2008
IEEE
13 years 11 months ago
2008
IEEE
— This paper addresses the computational overhead involved in probabilistic reachability computations for a general class of controlled stochastic hybrid systems. An approximate ...