35 search results - page 2 / 7 » Solving dynamic stochastic economic models by mathematical p... |
IOR
2011
13 years 12 days ago
2011
We formulate a risk-averse two-stage stochastic linear programming problem in which unresolved uncertainty remains after the second stage. The objective function is formulated as ...
CCE
2004
13 years 5 months ago
2004
This contribution deals with scheduling problems of flexible chemical batch processes with a special emphasis on their real-time character. This implies not only the need for suff...
FLAIRS
2009
13 years 3 months ago
2009
Partially observable stochastic games (POSGs) provide a rich mathematical framework for planning under uncertainty by a group of agents. However, this modeling advantage comes wit...
ANOR
2010
13 years 5 months ago
2010
We study some mathematical programming formulations for the origin-destination model in airline revenue management. In particular, we focus on the traditional probabilistic model ...
AAAI
2011
12 years 5 months ago
2011
Sustainable resource management in many domains presents large continuous stochastic optimization problems, which can often be modeled as Markov decision processes (MDPs). To solv...