3 search results - page 1 / 1 » Step decision rules for multistage stochastic programming: A... |
AUTOMATICA
2008
13 years 4 months ago
2008
ANOR
2007
13 years 4 months ago
2007
The quality of multi-stage stochastic optimization models as they appear in asset liability management, energy planning, transportation, supply chain management, and other applicat...
AIPS
2007
13 years 7 months ago
2007
In this paper, we propose an extended local search framework to solve combinatorial optimization problems with data uncertainty. Our approach represents a major departure from sce...