29 search results - page 3 / 6 » A dynamic stochastic programming model for international por... |
ANOR
2007
13 years 5 months ago
2007
The quality of multi-stage stochastic optimization models as they appear in asset liability management, energy planning, transportation, supply chain management, and other applicat...
DAC
2000
ACM
14 years 6 months ago
2000
ACM
In this paper, we introduce a new technique for modeling and solving the dynamic power management (DPM) problem for systems with complex behavioral characteristics such as concurr...
WSC
2008
13 years 8 months ago
2008
Approximate dynamic programming is emerging as a powerful tool for certain classes of multistage stochastic, dynamic problems that arise in operations research. It has been applie...
EOR
2006
13 years 5 months ago
2006
In this paper, we present a stochastic model for the dynamic fleet management problem with random travel times. Our approach decomposes the problem into time-staged subproblems by...
IOR
2008
13 years 5 months ago
2008
The stochastic knapsack has been used as a model in wide ranging applications from dynamic resource allocation to admission control in telecommunication. In recent years, a variat...