14 search results - page 1 / 3 » Horizon and stages in applications of stochastic programming... |
ANOR
2006
13 years 4 months ago
2006
To solve a decision problem under uncertainty via stochastic programming means to choose or to build a suitable stochastic programming model taking into account the nature of the r...
ISAAC
2010
Springer
13 years 2 months ago
2010
Springer
Abstract. We consider the Steiner tree problem under a 2-stage stochastic model with recourse and finitely many scenarios (SSTP). Thereby, edges are purchased in the first stage wh...
IPPS
2007
IEEE
13 years 11 months ago
2007
IEEE
We discuss real-world case studies involving the implementation of a web services middleware tier for the IBM Blue Gene/L supercomputer to support financial business applications...
IOR
2010
13 years 3 months ago
2010
This paper introduces disjunctive decomposition for two-stage mixed 0-1 stochastic integer programs (SIPs) with random recourse. Disjunctive decomposition allows for cutting plane...
CCE
2004
13 years 4 months ago
2004
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...