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    ORL
    2007
    96views more  ORL 2007»
    A note on scenario reduction for two-stage stochastic programs
    15 years 2 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
    15 years 16 days 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 12 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 12 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 9 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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