98 search results - page 13 / 20 » A Class of stochastic programs with decision dependent uncer... |
SCP
2008
13 years 6 months ago
2008
We proposed a method to quantify the yield of an IT-investment portfolio in an environment of uncertainty and risk. For various common implementation scenarios such as growing dem...
ICALP
2009
Springer
14 years 1 months ago
2009
Springer
Abstract. We study a model of games that combines concurrency, imperfect information and stochastic aspects. Those are finite states games in which, at each round, the two players...
JDCTA
2010
13 years 1 months ago
2010
To solve the cruise two-dimensional revenue management problem and develop such an automated system under uncertain environment, a static model which is a stochastic integer progr...
WSC
2004
13 years 8 months ago
2004
This paper describes an approach to real-time decisionmaking for quality of service based scheduling of distributed asynchronous data replication. The proposed approach addresses ...
ANOR
2007
13 years 6 months ago
2007
We consider the problem of optimal position liquidation with the aim of maximizing the expected cash flow stream from the transaction in the presence of temporary or permanent ma...