Sciweavers

    8 search results - page 1 / 2
    » Nonlinear Stochastic Programming Involving CVaR in the Objec...
    Sort
    View
    ORL
    2008
    124views more  ORL 2008»
    Sample average approximation of expected value constrained stochastic programs
    13 years 4 months ago
    Sample average approximation of expected value constrained stochastic programs
    Download  www2.isye.gatech.edu
    We propose a sample average approximation (SAA) method for stochastic programming problems involving an expected value constraint. Such problems arise, for example, in portfolio s...
    Wei Wang, Shabbir Ahmed
    claim paper
    Read More »
    IJCAI
    2003
    112views Artificial Intelligence» more  IJCAI 2003»
    Scenario-based Stochastic Constraint Programming
    13 years 6 months ago
    Scenario-based Stochastic Constraint Programming
    Download  www.cse.unsw.edu.au
    To model combinatorial decision problems involving uncertainty and probability, we extend the stochastic constraint programming framework proposed in [Walsh, 2002] along a number ...
    Suresh Manandhar, Armagan Tarim, Toby Walsh
    claim paper
    Read More »
    OL
    2007
    133views more  OL 2007»
    An SQP-type algorithm for nonlinear second-order cone programs
    13 years 4 months ago
    An SQP-type algorithm for nonlinear second-order cone programs
    Download  www.amp.i.kyoto-u.ac.jp
    We propose an SQP-type algorithm for solving nonlinear second-order cone programming (NSOCP) problems. At every iteration, the algorithm solves a convex SOCP subproblem in which th...
    Hirokazu Kato, Masao Fukushima
    claim paper
    Read More »
    NETWORKS
    2008
    126views Computer Networks» more  NETWORKS 2008»
    Reformulation and sampling to solve a stochastic network interdiction problem
    13 years 4 months ago
    Reformulation and sampling to solve a stochastic network interdiction problem
    Download  homepages.cae.wisc.edu
    The Network Interdiction Problem involves interrupting an adversary's ability to maximize flow through a capacitated network by destroying portions of the network. A budget c...
    Udom Janjarassuk, Jeff Linderoth
    claim paper
    Read More »
    COR
    2008
    112views more  COR 2008»
    Buffer allocation in general single-server queueing networks
    13 years 4 months ago
    Buffer allocation in general single-server queueing networks
    Download  home.tm.tue.nl
    -- The optimal buffer allocation in queueing network systems is a difficult stochastic, non-linear, integer mathematical programming problem. Moreover, the objective function, the ...
    Frederico R. B. Cruz, A. R. Duarte, Tom Van Woense...
    claim paper
    Read More »
    Explore & Download
    Proceedings Preprints Top 5 Ranked Papers Publications Books Software Tutorials Presentations Lectures Notes Datasets
    Productivity Tools
    International On-screen Keyboard Graphical Social Symbols OCR Text Recognition CSS3 Style Generator Web Page to PDF Web Page to Image PDF Split PDF Merge Latex Equation Editor Sci2ools
    Document Tools
    PDF to Text PDF to Postscript PDF to Thumbnails Excel to PDF Word to PDF Postscript to PDF PowerPoint to PDF Latex to Word Repair Corrupted PDF
    Image Tools
    JPG to PS JPG to PDF Extract Images from PDF Image Converter
    Sciweavers
    About Community Cookies Privacy Policy Terms of Use

    Copyright © Sciweavers LLC, 2009-2024, USA.