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» Distribution arithmetic for stochastical analysis
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ASPDAC
2008
ACM
94views Hardware» more  ASPDAC 2008»
15 years 1 months ago
Distribution arithmetic for stochastical analysis
Markus Olbrich, Erich Barke
MP
2006
106views more  MP 2006»
14 years 11 months ago
Worst-case distribution analysis of stochastic programs
We show that for even quasi-concave objective functions the worst-case distribution, with respect to a family of unimodal distributions, of a stochastic programming problem is a u...
Alexander Shapiro
SIAMJO
2002
120views more  SIAMJO 2002»
14 years 11 months ago
Dual Stochastic Dominance and Related Mean-Risk Models
We consider the problem of constructing mean{risk models which are consistent with the second degree stochastic dominance relation. By exploiting duality relations of convex analys...
Wlodzimierz Ogryczak, Andrzej Ruszczynski
IPPS
2006
IEEE
15 years 5 months ago
Performance analysis of stochastic process algebra models using stochastic simulation
We present a translation of a generic stochastic process algebra model into a form suitable for stochastic simulation. By systematically generating rate equations from a process d...
Jeremy T. Bradley, Stephen T. Gilmore, Nigel Thoma...
ISIPTA
2005
IEEE
146views Mathematics» more  ISIPTA 2005»
15 years 5 months ago
Arithmetic on Random Variables: Squeezing the Envelopes with New Joint Distribution Constraints
Uncertainty is a key issue in decision analysis and other kinds of applications. Researchers have developed a number of approaches to address computations on uncertain quantities....
Jianzhong Zhang 0004, Daniel Berleant