In the economical caching problem, an online algorithm is given a sequence of prices for a certain commodity. The algorithm has to manage a buffer of fixed capacity over time. We...
We propose a generic method for obtaining quickly good upper bounds on the minimal value of a multistage stochastic program. The method is based on the simulation of a feasible dec...
Stochastic programming problems appear as mathematical models for optimization problems under stochastic uncertainty. Most computational approaches for solving such models are base...