98 search results - page 9 / 20 » A Class of stochastic programs with decision dependent uncer... |
AAMAS
2010
Springer
13 years 6 months ago
2010
Springer
POMDPs and their decentralized multiagent counterparts, DEC-POMDPs, offer a rich framework for sequential decision making under uncertainty. Their computational complexity, howeve...
SAGA
2009
Springer
14 years 1 months ago
2009
Springer
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...
CDC
2008
IEEE
14 years 1 months ago
2008
IEEE
— We consider a financial decision problem involving dynamic investment decisions on a single risky instrument over multiple and discrete time periods. Investment returns are as...
ISIPTA
2005
IEEE
14 years 9 days ago
2005
IEEE
Uncertainty is a key issue in decision analysis and other kinds of applications. Researchers have developed a number of approaches to address computations on uncertain quantities....
WCE
2007
13 years 7 months ago
2007
—Multistage stochastic programs are effective for solving long-term planning problems under uncertainty. Such programs are usually based on scenario generation model about future...