622 search results - page 1 / 125 » Stochastic programming approach to optimization under uncert... |
MP
2008
13 years 4 months ago
2008
In this paper we discuss computational complexity and risk averse approaches to two and multistage stochastic programming problems. We argue that two stage (say linear) stochastic ...
CCE
2008
13 years 5 months ago
2008
Deterministic optimization approaches have been well developed and widely used in the process industry to accomplish off-line and on-line process optimization. The challenging tas...
CCE
2007
13 years 4 months ago
2007
This work describes a stochastic approach for the optimal placement of sensors in municipal water networks to detect maliciously injected contaminants. The model minimizes the exp...
CCE
2004
13 years 4 months ago
2004
Optimal control problems involve the difficult task of determining time-varying profiles through dynamic optimization. Such problems become even more complex in practical situatio...
SAGA
2009
Springer
13 years 11 months ago
2009
Springer
Stochastic programming problems appear as mathematical models for optimization problems under stochastic uncertainty. Most computational approaches for solving such models are base...