We show that for even quasi-concave objective functions the worst-case distribution, with respect to a family of unimodal distributions, of a stochastic programming problem is a u...
We consider the problem of constructing mean{risk models which are consistent with the second degree stochastic dominance relation. By exploiting duality relations of convex analys...
We present a translation of a generic stochastic process algebra model into a form suitable for stochastic simulation. By systematically generating rate equations from a process d...
Jeremy T. Bradley, Stephen T. Gilmore, Nigel Thoma...
Uncertainty is a key issue in decision analysis and other kinds of applications. Researchers have developed a number of approaches to address computations on uncertain quantities....