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IOR
2002
38views more  IOR 2002»
14 years 9 months ago
An Object-Oriented Random-Number Package with Many Long Streams and Substreams
Pierre L'Ecuyer, Richard J. Simard, E. Jack Chen, ...
IOR
2002
32views more  IOR 2002»
14 years 9 months ago
Structural Properties of Stochastic Dynamic Programs
James E. Smith, Kevin F. McCardle
IOR
2010
72views more  IOR 2010»
14 years 8 months ago
From CVaR to Uncertainty Set: Implications in Joint Chance-Constrained Optimization
Wenqing Chen, Melvyn Sim, Jie Sun, Chung-Piaw Teo
IOR
2010
79views more  IOR 2010»
14 years 8 months ago
An Integrated Solver for Optimization Problems
Tallys H. Yunes, Ionut D. Aron, John N. Hooker