221 search results - page 3 / 45 » A Linear Decision-Based Approximation Approach to Stochastic... |
MP
2011
13 years 7 days ago
2011
SIAMJO
2008
13 years 5 months ago
2008
We study the quantitative stability of linear multistage stochastic programs under perturbations of the underlying stochastic processes. It is shown that the optimal values behave...
SAGA
2009
Springer
13 years 12 months ago
2009
Springer
Stochastic programming problems appear as mathematical models for optimization problems under stochastic uncertainty. Most computational approaches for solving such models are base...
APJOR
2010
13 years 5 months ago
2010
In this paper we apply the well known sample average approximation (SAA) method to solve a class of stochastic variational inequality problems (SVIPs). We investigate the existenc...
INFORMATICALT
2010
13 years 3 days ago
2010
Abstract. In stochastic programming and decision analysis, an important issue consists in the approximate representation of the multidimensional stochastic underlying process in th...