127 search results - page 2 / 26 » Structural Properties of Stochastic Dynamic Programs |
MP
2006
13 years 5 months ago
2006
In classical two-stage stochastic programming the expected value of the total costs is minimized. Recently, mean-risk models - studied in mathematical finance for several decades -...
IOR
2008
13 years 6 months ago
2008
In 1958, Wagner and Whitin published a seminal paper on the deterministic uncapacitated lot-sizing problem, a fundamental model that is embedded in many practical production plann...
AI
2000
Springer
13 years 5 months ago
2000
Springer
Markov decisionprocesses(MDPs) haveproven to be popular models for decision-theoretic planning, but standard dynamic programming algorithms for solving MDPs rely on explicit, stat...
IOR
2008
13 years 6 months ago
2008
The stochastic knapsack has been used as a model in wide ranging applications from dynamic resource allocation to admission control in telecommunication. In recent years, a variat...
JCC
2008
13 years 6 months ago
2008
Abstract: We have developed a fitting algorithm able to extract spectral and dynamic properties of a three level oscillator from a two-dimensional infrared spectrum (2D-IR) detecte...