— Recent advances in statistical timing analysis (SSTA) achieve great success in computing arrival times under variations by extending sum and maximum operations to random variab...
We introduce a stochastic model that describes the quasistatic dynamics of an electric transmission network under perturbations introduced by random load fluctuations, random rem...
Marian Anghel, Kenneth A. Werley, Adilson E. Motte...
We study the viability of different robust optimization approaches to multiperiod portfolio selection. Robust optimization models treat future asset returns as uncertain coefficie...
This work describes a stochastic approach for the optimal placement of sensors in municipal water networks to detect maliciously injected contaminants. The model minimizes the exp...
We consider optimization problems that can be formulated as minimizing the cost of a feasible solution wT x over an arbitrary combinatorial feasible set F {0, 1}n . For these pro...