16 search results - page 2 / 4 » Solving multistage asset investment problems by the sample a... |
DAGSTUHL
2007
13 years 6 months ago
2007
Stochastic optimization problems provide a means to model uncertainty in the input data where the uncertainty is modeled by a probability distribution over the possible realizatio...
ANOR
2004
13 years 4 months ago
2004
We present an iterative cutting plane method for minimizing staffing costs in a service system subject to satisfying acceptable service level requirements over multiple time perio...
GECCO
2005
Springer
13 years 10 months ago
2005
Springer
The problem attempted in this paper is to select a sample from a large set where the sample is required to have a particular average property. The problem can be expressed as an o...
SAGA
2005
Springer
13 years 10 months ago
2005
Springer
Abstract. In this paper, a Stochastic Dynamic Facility Location Problem (SDFLP) is formulated. In the first part, an exact solution method based on stochastic dynamic programming ...
WSC
2008
13 years 7 months ago
2008
We consider a portfolio allocation problem where the objective function is a tail event such as probability of large portfolio losses. The dependence between assets is captured th...