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88
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CDC
2008
IEEE
137views Control Systems» more  CDC 2008»
15 years 4 months ago
An approximate dynamic programming approach to probabilistic reachability for stochastic hybrid systems
— This paper addresses the computational overhead involved in probabilistic reachability computations for a general class of controlled stochastic hybrid systems. An approximate ...
Alessandro Abate, Maria Prandini, John Lygeros, Sh...
73
Voted
EOR
2006
103views more  EOR 2006»
14 years 9 months ago
Exact solutions to a class of stochastic generalized assignment problems
This paper deals with a stochastic Generalized Assignment Problem with recourse. Only a random subset of the given set of jobs will require to be actually processed. An assignment...
Maria Albareda-Sambola, Maarten H. van der Vlerk, ...
ANOR
2007
165views more  ANOR 2007»
14 years 9 months ago
Financial scenario generation for stochastic multi-stage decision processes as facility location problems
The quality of multi-stage stochastic optimization models as they appear in asset liability management, energy planning, transportation, supply chain management, and other applicat...
Ronald Hochreiter, Georg Ch. Pflug
SIGECOM
2004
ACM
96views ECommerce» more  SIGECOM 2004»
15 years 3 months ago
A stochastic programming approach to scheduling in TAC SCM
In this paper, we combine two approaches to handling uncertainty: we use techniques for finding optimal solutions in the expected sense to solve combinatorial optimization proble...
Michael Benisch, Amy R. Greenwald, Victor Narodits...
SARA
2007
Springer
15 years 3 months ago
Approximate Model-Based Diagnosis Using Greedy Stochastic Search
Most algorithms for computing diagnoses within a modelbased diagnosis framework are deterministic. Such algorithms guarantee soundness and completeness, but are NPhard. To overcom...
Alexander Feldman, Gregory M. Provan, Arjan J. C. ...