11 search results - page 1 / 3 » Solving Stochastic Mathematical Programs with Complementarit... |
WSC
2004
13 years 6 months ago
2004
Recently, simulation-based methods have been successfully used for solving challenging stochastic optimization problems and equilibrium models. Here we report some of the recent p...
PC
2000
13 years 4 months ago
2000
In this paper we present a parallel method for solving two-stage stochastic linear programs with restricted recourse. The mathematical model considered here can be used to represe...
MP
2008
13 years 4 months ago
2008
Abstract. We study piecewise decomposition methods for mathematical programs with equilibrium constraints (MPECs) for which all constraint functions are linear. At each iteration o...
JCO
2011
12 years 7 months ago
2011
This paper presents mathematical programming techniques for solving a class of multi-sensor scheduling problems. Robust optimization problems are formulated for both deterministic ...
ICEIS
2009
IEEE
13 years 11 months ago
2009
IEEE
Proposed and developed is a service composition framework for decision-making under uncertainty, which is applicable to stochastic optimization of supply chains. Also developed is ...