7 search results - page 1 / 2 » Stochastic Combinatorial Optimization with Controllable Risk... |
APPROX
2006
Springer
13 years 8 months ago
2006
Springer
APPROX
2010
Springer
13 years 6 months ago
2010
Springer
We consider optimization problems that can be formulated as minimizing the cost of a feasible solution wT x over an arbitrary combinatorial feasible set F {0, 1}n . For these pro...
AUTOMATICA
2006
13 years 4 months ago
2006
This paper examines a problem related to the optimal risk management of banks in a stochastic dynamic setting. In particular, we minimize7 market and capital adequacy risk that in...
HICSS
2007
IEEE
13 years 11 months ago
2007
IEEE
We introduce a stochastic model that describes the quasistatic dynamics of an electric transmission network under perturbations introduced by random load fluctuations, random rem...
AAAI
1998
13 years 6 months ago
1998
Manydesign problems are solved using multiple levels of abstraction, wherea design at one level has combinatorially manychildren at the next level. A stochastic optimization metho...