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ANOR
2006
69views more  ANOR 2006»
14 years 11 months ago
A splitting method for stochastic programs
This paper derives a new splitting-based decomposition algorithm for convex stochastic programs. It combines certain attractive features of the progressive hedging algorithm of Roc...
Teemu Pennanen, Markku Kallio
SAGA
2009
Springer
15 years 5 months ago
Bounds for Multistage Stochastic Programs Using Supervised Learning Strategies
We propose a generic method for obtaining quickly good upper bounds on the minimal value of a multistage stochastic program. The method is based on the simulation of a feasible dec...
Boris Defourny, Damien Ernst, Louis Wehenkel
87
Voted
CCE
2004
14 years 11 months ago
Modeling and solving real-time scheduling problems by stochastic integer programming
This contribution deals with scheduling problems of flexible chemical batch processes with a special emphasis on their real-time character. This implies not only the need for suff...
Guido Sand, Sebastian Engell
AI
2000
Springer
14 years 11 months ago
Stochastic dynamic programming with factored representations
Markov decisionprocesses(MDPs) haveproven to be popular models for decision-theoretic planning, but standard dynamic programming algorithms for solving MDPs rely on explicit, stat...
Craig Boutilier, Richard Dearden, Moisés Go...
MLG
2007
Springer
15 years 5 months ago
Abductive Stochastic Logic Programs for Metabolic Network Inhibition Learning
Abstract. We revisit an application developed originally using Inductive Logic Programming (ILP) by replacing the underlying Logic Program (LP) description with Stochastic Logic Pr...
Jianzhong Chen, Stephen Muggleton, Jose Santos