604 search results - page 24 / 121 » Stochastic Offline Programming |
CSCLP
2005
Springer
15 years 4 months ago
2005
Springer
Abstract. We adopt Benders’ decomposition algorithm to solve scenariobased Stochastic Constraint Programs (SCPs) with linear recourse. Rather than attempting to solve SCPs via a ...
104
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AUTOMATICA
2011
14 years 6 months ago
2011
Previously, idempotent methods have been found to be extremely fast for solution of dynamic programming equations associated with deterministic control problems. The original meth...
AAAI
2007
15 years 1 months ago
2007
A facility with front room and back room operations has the option of hiring specialized or, more expensive, cross-trained workers. Assuming stochastic customer arrival and servic...
CPAIOR
2007
Springer
15 years 5 months ago
2007
Springer
In a facility with front room and back room operations, it is useful to switch workers between the rooms in order to cope with changing customer demand. Assuming stochastic custome...
EOR
2008
14 years 11 months ago
2008
We develop a multi-stage stochastic programming model for international portfolio management in a dynamic setting. We model uncertainty in asset prices and exchange rates in terms...