407 search results - page 2 / 82 » Monte Carlo simulation approach to stochastic programming |
MP
2008
13 years 5 months ago
2008
In this paper we discuss computational complexity and risk averse approaches to two and multistage stochastic programming problems. We argue that two stage (say linear) stochastic ...
MP
2006
13 years 5 months ago
2006
Determining if a solution is optimal or near optimal is fundamental in optimization theory, algorithms, and computation. For instance, Karush-Kuhn-Tucker conditions provide necessa...
ENTCS
2006
13 years 5 months ago
2006
We present a new approach to runtime verification that utilizes classical statistical techniques such as Monte Carlo simulation, hypothesis testing, and confidence interval estima...
MP
2006
13 years 5 months ago
2006
Monte Carlo methods have been used extensively in the area of stochastic programming. As with other methods that involve a level of uncertainty, theoretical properties are required...
UAI
2001
13 years 6 months ago
2001
We present an iterative Markov chain Monte Carlo algorithm for computing reference priors and minimax risk for general parametric families. Our approach uses MCMC techniques based...