—Wireless sensor networks afford a new opportunity to observe and interact with physical phenomena at an unprecedented fidelity. To fully realize this vision, these networks have...
The quality of multi-stage stochastic optimization models as they appear in asset liability management, energy planning, transportation, supply chain management, and other applicat...
This paper presents a process algebra for specifying soft real-time constraints in a compositional way. For these soft constraints we take a stochastic point of view and allow arb...
Pedro R. D'Argenio, Joost-Pieter Katoen, Ed Brinks...
Genetic algorithms (GAs) used in complex optimization domains usually need to perform a large number of fitness function evaluations in order to get near-optimal solutions. In rea...
Reliable risk measurement is a key problem for financial institutions and regulatory authorities. The current industry standard Value-at-Risk has several deficiencies. Improved ri...