Sciweavers

952 search results - page 2 / 191
» Computational complexity of stochastic programming problems
Sort
View
MP
2006
87views more  MP 2006»
13 years 5 months ago
Convexity and decomposition of mean-risk stochastic programs
Abstract. Traditional stochastic programming is risk neutral in the sense that it is concerned with the optimization of an expectation criterion. A common approach to addressing ri...
Shabbir Ahmed
DAC
2000
ACM
14 years 6 months ago
Dynamic power management of complex systems using generalized stochastic Petri nets
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...
Qinru Qiu, Qing Wu, Massoud Pedram
ORL
2006
118views more  ORL 2006»
13 years 5 months ago
On complexity of multistage stochastic programs
In this paper we derive estimates of the sample sizes required to solve a multistage stochastic programming problem with a given accuracy by the (conditional sampling) sample aver...
Alexander Shapiro
FOGA
2011
12 years 8 months ago
Computational complexity analysis of simple genetic programming on two problems modeling isolated program semantics
Analyzing the computational complexity of evolutionary algorithms (EAs) for binary search spaces has significantly informed our understanding of EAs in general. With this paper, ...
Greg Durrett, Frank Neumann, Una-May O'Reilly
CCE
2004
13 years 5 months ago
Optimization under uncertainty: state-of-the-art and opportunities
A large number of problems in production planning and scheduling, location, transportation, finance, and engineering design require that decisions be made in the presence of uncer...
Nikolaos V. Sahinidis