The vast size of real world stochastic programming instances requires sampling to make them practically solvable. In this paper we extend the understanding of how sampling affects ...
This paper considers online stochastic optimization problems where uncertainties are characterized by a distribution that can be sampled and where time constraints severely limit t...
We present a stochastic version of Concurrent Constraint Programming (CCP), where we associate a rate to each basic instruction that interacts with the constraint store. We give a...
In this paper we consider stochastic programming problems where the objective function is given as an expected value of a convex piecewise linear random function. With an optimal s...
Alexander Shapiro, Tito Homem-de-Mello, Joocheol K...