We develop a sequential sampling procedure for solving a class of stochastic programs. A sequence of feasible solutions, with at least one optimal limit point, is given as input t...
We develop a framework for obtaining Fully Polynomial Time Approximation Schemes (FPTASs) for stochastic univariate dynamic programs with either convex or monotone single-period c...
Nir Halman, Diego Klabjan, Chung-Lun Li, James B. ...
Discrete-time optimal control problems arise naturally in many economic problems. Despite the rapid growth in computing power and new developments in the literature, many economic...
Within the framework of multi-stage mixed-integer linear stochastic programming we develop a short-term production plan for a price-taking hydropower plant operating under uncerta...
Abstract. VLSI chips design is becoming increasingly complex and calling for more and more automation. Many chip design problems can be formulated naturally as constraint problems ...
Bella Dubrov, Haggai Eran, Ari Freund, Edward F. M...