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ANOR
2006
133views more  ANOR 2006»
13 years 5 months ago
Horizon and stages in applications of stochastic programming in finance
To solve a decision problem under uncertainty via stochastic programming means to choose or to build a suitable stochastic programming model taking into account the nature of the r...
Marida Bertocchi, Vittorio Moriggia, Jitka Dupacov...
SFP
2004
13 years 6 months ago
Generic proofs for combinator-based generic programs
Abstract: Generic programming can bring important benefits to software engineering. In particular, it reduces the burden of verification, since generic proofs can be instantiated a...
Fermín Reig
SIGSOFT
2010
ACM
13 years 3 months ago
Staged concurrent program analysis
Concurrent program verification is challenging because it involves exploring a large number of possible thread interleavings together with complex sequential reasoning. As a resul...
Nishant Sinha, Chao Wang
ICFP
2008
ACM
14 years 5 months ago
Flask: staged functional programming for sensor networks
Severely resource-constrained devices present a confounding challenge to the functional programmer: we are used to having powerful ion facilities at our fingertips, but how can we...
Geoffrey Mainland, Greg Morrisett, Matt Welsh
IOR
2010
86views more  IOR 2010»
13 years 3 months ago
Disjunctive Decomposition for Two-Stage Stochastic Mixed-Binary Programs with Random Recourse
This paper introduces disjunctive decomposition for two-stage mixed 0-1 stochastic integer programs (SIPs) with random recourse. Disjunctive decomposition allows for cutting plane...
Lewis Ntaimo