16 search results - page 3 / 4 » Solving multistage asset investment problems by the sample a... |
APPROX
2005
Springer
13 years 11 months ago
2005
Springer
A large class of stochastic optimization problems can be modeled as minimizing an objective function f that depends on a choice of a vector x ∈ X, as well as on a random external...
WCE
2007
13 years 6 months ago
2007
—Multistage stochastic programs are effective for solving long-term planning problems under uncertainty. Such programs are usually based on scenario generation model about future...
AAAI
2012
11 years 7 months ago
2012
We address the problem of spatial conservation planning in which the goal is to maximize the expected spread of cascades of an endangered species by strategically purchasing land ...
MANSCI
2008
13 years 5 months ago
2008
We consider the problem of minimizing staffing costs in an inbound call center, while maintaining an acceptable level of service in multiple time periods. The problem is complicat...
CPAIOR
2008
Springer
13 years 7 months ago
2008
Springer
The one-step anticipatory algorithm (1s-AA) is an online algorithm making decisions under uncertainty by ignoring future non-anticipativity constraints. It makes near-optimal decis...