622 search results - page 24 / 125 » Stochastic programming approach to optimization under uncert... |
107
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CDC
2009
IEEE
15 years 3 months ago
2009
IEEE
Abstract— For stochastic hybrid systems, stochastic reachability is very little supported mainly because of complexity and difficulty of the associated mathematical problems. In...
116
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ANOR
2007
14 years 12 months ago
2007
The quality of multi-stage stochastic optimization models as they appear in asset liability management, energy planning, transportation, supply chain management, and other applicat...
ICCAD
2007
IEEE
15 years 8 months ago
2007
IEEE
Increasing effects of fabrication variability have inspired a growing interest in statistical techniques for design optimization. In this work, we propose a Monte-Carlo driven sto...
WSC
2007
15 years 2 months ago
2007
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...
IOR
2006
14 years 11 months ago
2006
The paper considers robust optimization to cope with uncertainty about the stock return process in one period option hedging problems. The robust approach relates portfolio choice ...