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» On the Theory of Stochastic Processors
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MANSCI
2006
122views more  MANSCI 2006»
13 years 4 months ago
Stochastic Dominance and Cumulative Prospect Theory
Second order stochastic dominance characterizes risk-averse preferences represented by expected utility. This paper supplies second order stochastic dominance conditions that char...
Manel Baucells, Franz H. Heukamp
CP
2004
Springer
13 years 10 months ago
Heuristic Selection for Stochastic Search Optimization: Modeling Solution Quality by Extreme Value Theory
The success of stochastic algorithms is often due to their ability to effectively amplify the performance of search heuristics. This is certainly the case with stochastic sampling ...
Vincent A. Cicirello, Stephen F. Smith
CPAIOR
2008
Springer
13 years 6 months ago
Stochastic Satisfiability Modulo Theories for Non-linear Arithmetic
Abstract. The stochastic satisfiability modulo theories (SSMT) problem is a generalization of the SMT problem on existential and randomized (aka. stochastic) quantification over di...
Tino Teige, Martin Fränzle
EPEW
2006
Springer
13 years 6 months ago
Embedding Real Time in Stochastic Process Algebras
We present a stochastic process algebra including immediate actions, deadlock and termination, and explicit stochastic delays, in the setting of weak choice between immediate actio...
Jasen Markovski, Erik P. de Vink
MP
2006
101views more  MP 2006»
13 years 4 months ago
Computational complexity of stochastic programming problems
Stochastic programming is the subfield of mathematical programming that considers optimization in the presence of uncertainty. During the last four decades a vast amount of litera...
Martin E. Dyer, Leen Stougie