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» Moment-Linear Stochastic Systems
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SAGA
2005
Springer
13 years 11 months ago
Dynamic Facility Location with Stochastic Demands
Abstract. In this paper, a Stochastic Dynamic Facility Location Problem (SDFLP) is formulated. In the first part, an exact solution method based on stochastic dynamic programming ...
Martin Romauch, Richard F. Hartl
SAGA
2009
Springer
14 years 25 days ago
Scenario Reduction Techniques in Stochastic Programming
Stochastic programming problems appear as mathematical models for optimization problems under stochastic uncertainty. Most computational approaches for solving such models are base...
Werner Römisch
QEST
2007
IEEE
14 years 17 days ago
The PEPA Plug-in Project
We present a GUI-based tool supporting the stochastic process algebra PEPA with modules for performance evaluation through Markovian steady-state analysis, fluid flow analysis, ...
Mirco Tribastone
SAGA
2005
Springer
13 years 11 months ago
Two Metaheuristics for Multiobjective Stochastic Combinatorial Optimization
Two general-purpose metaheuristic algorithms for solving multiobjective stochastic combinatorial optimization problems are introduced: SP-ACO (based on the Ant Colony Optimization ...
Walter J. Gutjahr
CDC
2008
IEEE
127views Control Systems» more  CDC 2008»
14 years 23 days ago
Symmetry reduction for stochastic hybrid systems
This paper is focused on adapting symmetry reduction, a technique that is highly successful in traditional model checking, to stochastic hybrid systems. To that end, we first sho...
Manuela L. Bujorianu, Joost-Pieter Katoen