We consider a robust model proposed by Scarf, 1958, for stochastic optimization when only the marginal probabilities of (binary) random variables are given, and the correlation be...
We consider discrete stochastic optimization problems where the objective function can only be estimated by a simulation oracle; the oracle is defined only at the discrete points....
In this work we address the problem of solving multiscenario optimization models that are deterministic equivalents of two-stage stochastic programs. We present a heuristic approx...
The complexity of gene regulatory network models stems from the fact that the models should be able to represent continuous, discrete as well as stochastic aspects of gene regulati...
In this work we study some probabilistic models for the random generation of words over a given alphabet used in the literature in connection with pattern statistics. Our goal is t...