161
click to vote
SAGA
15 years 7 months ago
2009 Springer 
We propose a generic method for obtaining quickly good upper bounds on the minimal value of a multistage stochastic program. The method is based on the simulation of a feasible dec...
95
Voted
SAGA
15 years 7 months ago
2009 Springer  116
click to vote
SAGA
15 years 7 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...
106
Voted
SAGA
15 years 7 months ago
2009 Springer 
In the economical caching problem, an online algorithm is given a sequence of prices for a certain commodity. The algorithm has to manage a buffer of fixed capacity over time. We...
85
Voted
SAGA
15 years 5 months ago
2009 Springer  |
Control Systems