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» Stochastic Offline Programming
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CCE
2004
14 years 11 months ago
Optimization under uncertainty: state-of-the-art and opportunities
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...
Nikolaos V. Sahinidis
ENTCS
2008
101views more  ENTCS 2008»
14 years 11 months ago
On the Approximation of Stochastic Concurrent Constraint Programming by Master Equation
We explore the relation between the stochastic semantic associated to stochastic Concurrent Constrain Programming (sCCP) and its fluid-flow approximation. Writing the master equat...
Luca Bortolussi
ANOR
2006
58views more  ANOR 2006»
14 years 11 months ago
A management system for decompositions in stochastic programming
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...
Robert Fourer, Leo Lopes
ORL
2006
87views more  ORL 2006»
14 years 11 months ago
SPAR: stochastic programming with adversarial recourse
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...
ANOR
2006
59views more  ANOR 2006»
14 years 11 months ago
The empirical behavior of sampling methods for stochastic programming
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...
Jeff Linderoth, Alexander Shapiro, Stephen Wright