111 search results - page 2 / 23 » On complexity of multistage stochastic programs |
ORL
2008
13 years 5 months ago
2008
We discuss the almost-sure convergence of a broad class of sampling algorithms for multi-stage stochastic linear programs. We provide a convergence proof based on the finiteness o...
MP
2008
13 years 6 months ago
2008
Multistage stochastic programs have applications in many areas and support policy makers in finding rational decisions that hedge against unforeseen negative events. In order to en...
GLOBECOM
2006
IEEE
14 years 10 days ago
2006
IEEE
Telecommunication companies, such as Internet and cellular service providers, are seeing rapid and uncertain growth of traffic routed through their networks. It has become a chall...
MP
2006
13 years 6 months ago
2006
The vast size of real world stochastic programming instances requires sampling to make them practically solvable. In this paper we extend the understanding of how sampling affects ...
PC
2008
13 years 6 months ago
2008
We present a multistage model for allocation of financial resources to bond indices in different currencies. The model was tested on historical data of interest and exchange rates...