Sciweavers

604 search results - page 21 / 121
» Stochastic Offline Programming
Sort
View
IOR
2006
118views more  IOR 2006»
14 years 11 months ago
A Stochastic Programming Approach to Power Portfolio Optimization
The DASH model for Power Portfolio Optimization provides a tool which helps decision-makers coordinate production decisions with opportunities in the wholesale power market. The m...
Suvrajeet Sen, Lihua Yu, Talat Genc
ANOR
2007
67views more  ANOR 2007»
14 years 11 months ago
A stochastic programming model for asset liability management of a Finnish pension company
This paper describes a stochastic programming model that was developed for asset liability management of a Finnish pension insurance company. In many respects the model resembles t...
Petri Hilli, Matti Koivu, Teemu Pennanen, Antero R...
MP
2006
105views more  MP 2006»
14 years 11 months ago
Two-stage integer programs with stochastic right-hand sides: a superadditive dual approach
We consider two-stage pure integer programs with discretely distributed stochastic right-hand sides. We present an equivalent superadditive dual formulation that uses the value fun...
Nan Kong, Andrew J. Schaefer, Brady Hunsaker
AAAI
2004
15 years 22 days ago
Dynamic Programming for Partially Observable Stochastic Games
We develop an exact dynamic programming algorithm for partially observable stochastic games (POSGs). The algorithm is a synthesis of dynamic programming for partially observable M...
Eric A. Hansen, Daniel S. Bernstein, Shlomo Zilber...
CMSB
2004
Springer
15 years 4 months ago
Modelling Metabolic Pathways Using Stochastic Logic Programs-Based Ensemble Methods
In this paper we present a methodology to estimate rates of enzymatic reactions in metabolic pathways. Our methodology is based on applying stochastic logic learning in ensemble le...
Huma Lodhi, Stephen Muggleton