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WSC
2007
15 years 1 months ago
Sequential sampling for solving stochastic programs
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...
Güzin Bayraksan, David P. Morton
SODA
2008
ACM
138views Algorithms» more  SODA 2008»
15 years 23 days ago
Fully polynomial time approximation schemes for stochastic dynamic programs
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. ...
COR
2008
128views more  COR 2008»
14 years 11 months ago
Solving dynamic stochastic economic models by mathematical programming decomposition methods
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...
Mercedes Esteban-Bravo, Francisco J. Nogales
COR
2008
85views more  COR 2008»
14 years 11 months ago
Short-term hydropower production planning by stochastic programming
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...
Stein-Erik Fleten, Trine Krogh Kristoffersen
CP
2009
Springer
15 years 6 months ago
Pin Assignment Using Stochastic Local Search Constraint Programming
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...