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IOR
2006
118views more  IOR 2006»
15 years 1 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»
15 years 2 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...
102
Voted
MP
2006
105views more  MP 2006»
15 years 1 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 3 months 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 7 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