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» Dynamic-Programming Approximations for Stochastic Time-Stage...
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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
CPAIOR
2006
Springer
13 years 9 months ago
Online Stochastic Reservation Systems
This paper considers online stochastic reservation problems, where requests come online and must be dynamically allocated to limited resources in order to maximize profit. Multi-k...
Pascal Van Hentenryck, Russell Bent, Yannis Vergad...