In this paper we present a parallel method for solving two-stage stochastic linear programs with restricted recourse. The mathematical model considered here can be used to represe...
Patrizia Beraldi, Lucio Grandinetti, Roberto Musma...
We discuss the almost-sure convergence of a broad class of sampling algorithms for multi-stage stochastic linear programs. We provide a convergence proof based on the finiteness o...
In this paper, we propose a stochastic version of a general purpose functional programming language as a method of modeling stochastic processes. The language contains random choi...
A variant of Rate Transition Systems (RTS), proposed by Klin and Sassone, is introduced and used as the basic model for defining stochastic behaviour of processes. The transition r...
Rocco De Nicola, Diego Latella, Michele Loreti, Mi...
Due to computational intractability, large scale coordination algorithms are necessarily heuristic and hence require tuning for particular environments. In domains where character...