Abstract. In stochastic programming and decision analysis, an important issue consists in the approximate representation of the multidimensional stochastic underlying process in th...
Kristina Sutiene, Dalius Makackas, Henrikas Pranev...
This paper presents a novel host-based combinatorial method based on k-Means clustering and ID3 decision tree learning algorithms for unsupervised classification of anomalous and ...
—Multistage stochastic programs are effective for solving long-term planning problems under uncertainty. Such programs are usually based on scenario generation model about future...
The quality of multi-stage stochastic optimization models as they appear in asset liability management, energy planning, transportation, supply chain management, and other applicat...
Typically there is a high coherence in data values between neighboring time steps in an iterative scientific software simulation; this characteristic similarly contributes to a co...
Jinzhu Gao, Han-Wei Shen, Jian Huang, James Arthur...