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MP
2006
90views more  MP 2006»
14 years 11 months ago
Solving multistage asset investment problems by the sample average approximation method
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 ...
Jörgen Blomvall, Alexander Shapiro
ICALP
2010
Springer
15 years 1 months ago
Space-Efficient Scheduling of Stochastically Generated Tasks
Tomás Brázdil, Javier Esparza, Stefa...
ANOR
2010
112views more  ANOR 2010»
14 years 9 months ago
Online stochastic optimization under time constraints
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...
Pascal Van Hentenryck, Russell Bent, Eli Upfal
ENTCS
2006
114views more  ENTCS 2006»
14 years 11 months ago
Stochastic Concurrent Constraint Programming
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...
Luca Bortolussi
MP
2002
93views more  MP 2002»
14 years 11 months ago
Conditioning of convex piecewise linear stochastic programs
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...