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SAGA
2009
Springer
13 years 12 months ago
Bounds for Multistage Stochastic Programs Using Supervised Learning Strategies
We propose a generic method for obtaining quickly good upper bounds on the minimal value of a multistage stochastic program. The method is based on the simulation of a feasible dec...
Boris Defourny, Damien Ernst, Louis Wehenkel
PLDI
2010
ACM
13 years 10 months ago
Mint: Java multi-stage programming using weak separability
Multi-stage programming (MSP) provides a disciplined approach to run-time code generation. In the purely functional setting, it has been shown how MSP can be used to reduce the ov...
Edwin Westbrook, Mathias Ricken, Jun Inoue, Yilong...