This paper examines a problem related to the optimal risk management of banks in a stochastic dynamic setting. In particular, we minimize7 market and capital adequacy risk that in...
In this paper, we address the problem of finding gene regulatory networks from experimental DNA microarray data. We focus on the evaluation of the performance of different evoluti...
Christian Spieth, Rene Worzischek, Felix Streicher...
Approximate dynamic programming is emerging as a powerful tool for certain classes of multistage stochastic, dynamic problems that arise in operations research. It has been applie...
Abstract. Grid computing is a form of distributed computing that involves coordinating and sharing computing, application, data storage or network resources across dynamic and geog...
We consider a stochastic variant of the NP-hard 0/1 knapsack problem in which item values are deterministic and item sizes are independent random variables with known, arbitrary d...
Brian C. Dean, Michel X. Goemans, Jan Vondrá...