JAMDS
2000
13 years 4 months ago
2000
We develop a methodology for evaluating a decision strategy generated by a stochastic optimization model. The methodology is based on a pilot study in which we estimate the distri...
SODA
2010
ACM
14 years 2 months ago
2010
ACM
We consider a robust model proposed by Scarf, 1958, for stochastic optimization when only the marginal probabilities of (binary) random variables are given, and the correlation be...