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    ORL
    2007
    96views more  ORL 2007»
    A note on scenario reduction for two-stage stochastic programs
    14 years 11 months ago
    A note on scenario reduction for two-stage stochastic programs
    Download  www.math.hu-berlin.de
    We extend earlier work on scenario reduction by relying directly on Fortet–Mourier metrics instead of using upper bounds given in terms of mass transportation problems. The impo...
    Holger Heitsch, Werner Römisch
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    CORR
    2009
    Springer
    78views Education» more  CORR 2009»
    Hybrid Semantics of Stochastic Programs with Dynamic Reconfiguration
    14 years 9 months ago
    Hybrid Semantics of Stochastic Programs with Dynamic Reconfiguration
    Download  www.dmi.units.it
    Luca Bortolussi, Alberto Policriti
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    IJORIS
    2010
    75views more  IJORIS 2010»
    Security Constrained Economic Dispatch: A Markov Decision Process Approach with Embedded Stochastic Programming
    14 years 8 months ago
    Security Constrained Economic Dispatch: A Markov Decision Process Approach with Embedded Stochastic Programming
    Download  web.ics.purdue.edu
    Lizhi Wang, Nan Kong
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    IOR
    2010
    83views more  IOR 2010»
    Information Relaxations and Duality in Stochastic Dynamic Programs
    14 years 8 months ago
    Information Relaxations and Duality in Stochastic Dynamic Programs
    Download  faculty.fuqua.duke.edu
    David B. Brown, James E. Smith, Peng Sun
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    ANOR
    2011
    104views more  ANOR 2011»
    Using linear programming to analyze and optimize stochastic flow lines
    14 years 6 months ago
    Using linear programming to analyze and optimize stochastic flow lines
    Download  www.wiwi.uni-hannover.de
    Stefan Helber, Katja Schimmelpfeng, Raik Stolletz,...
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