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» Distribution arithmetic for stochastical analysis
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ASPDAC
2008
ACM
94views Hardware» more  ASPDAC 2008»
13 years 7 months ago
Distribution arithmetic for stochastical analysis
Markus Olbrich, Erich Barke
MP
2006
106views more  MP 2006»
13 years 5 months ago
Worst-case distribution analysis of stochastic programs
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...
Alexander Shapiro
SIAMJO
2002
120views more  SIAMJO 2002»
13 years 4 months ago
Dual Stochastic Dominance and Related Mean-Risk Models
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...
Wlodzimierz Ogryczak, Andrzej Ruszczynski
IPPS
2006
IEEE
13 years 11 months ago
Performance analysis of stochastic process algebra models using stochastic simulation
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...
ISIPTA
2005
IEEE
146views Mathematics» more  ISIPTA 2005»
13 years 11 months ago
Arithmetic on Random Variables: Squeezing the Envelopes with New Joint Distribution Constraints
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....
Jianzhong Zhang 0004, Daniel Berleant