A large number of problems in production planning and scheduling, location, transportation, finance, and engineering design require that decisions be made in the presence of uncer...
We explore the relation between the stochastic semantic associated to stochastic Concurrent Constrain Programming (sCCP) and its fluid-flow approximation. Writing the master equat...
This paper presents two contributions: A set of routines that manipulate instances of stochastic programming problems in order to make them more amenable for different solution ap...
We consider a general adversarial stochastic optimization model. Our model involves the design of a system that an adversary may subsequently attempt to destroy or degrade. We int...
Matthew D. Bailey, Steven M. Shechter, Andrew J. S...
Abstract. We investigate the quality of solutions obtained from sample-average approximations to two-stage stochastic linear programs with recourse. We use a recently developed sof...