A general-purpose, simulation-based algorithm S-ACO for solving stochastic combinatorial optimization problems by means of the ant colony optimization (ACO) paradigm is investigate...
Stochastic programming problems appear as mathematical models for optimization problems under stochastic uncertainty. Most computational approaches for solving such models are base...
To model combinatorial decision problems involving uncertainty and probability, we introduce stochastic constraint programming. Stochastic constraint programs contain both decision...
Abstract. Motivated by an application in project portfolio analysis under uncertainty, we develop an algorithm S-VNS for solving stochastic combinatorial optimization (SCO) problem...
Walter J. Gutjahr, Stefan Katzensteiner, Peter Rei...