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EOR
2002
123views more  EOR 2002»
14 years 9 months ago
Capacity selection under uncertainty with ratio objectives
Capacity choice or expansion, whether organic or via mergers and acquisitions, creates firms of widely varying scales. The ex-post profitability of such a transformed firm relativ...
Yigal Gerchak, Elkafi Hassini, Saibal Ray
EUSFLAT
2009
175views Fuzzy Logic» more  EUSFLAT 2009»
14 years 7 months ago
The Minimization of the Risk of Falling in Portfolios under Uncertainty
Abstract-- A portfolio model to minimize the risk of falling under uncertainty is discussed. The risk of falling is represented by the value-at-risk of rate of return. Introducing ...
Yuji Yoshida
ICTAI
2000
IEEE
15 years 1 months ago
Building efficient partial plans using Markov decision processes
Markov Decision Processes (MDP) have been widely used as a framework for planning under uncertainty. They allow to compute optimal sequences of actions in order to achieve a given...
Pierre Laroche
ATAL
2006
Springer
15 years 1 months ago
Decentralized planning under uncertainty for teams of communicating agents
Decentralized partially observable Markov decision processes (DEC-POMDPs) form a general framework for planning for groups of cooperating agents that inhabit a stochastic and part...
Matthijs T. J. Spaan, Geoffrey J. Gordon, Nikos A....
CCE
2007
14 years 9 months ago
Water networks security: A two-stage mixed-integer stochastic program for sensor placement under uncertainty
This work describes a stochastic approach for the optimal placement of sensors in municipal water networks to detect maliciously injected contaminants. The model minimizes the exp...
Vicente Rico-Ramírez, Sergio Frausto-Hern&a...