227 search results - page 12 / 46 » A splitting method for stochastic programs |
AUTOMATICA
2006
13 years 7 months ago
2006
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...
VMCAI
2005
Springer
14 years 1 months ago
2005
Springer
Interval computations, stochastic arithmetic, automatic diļ¬erentiation, etc.: much work is currently done to estimate and to improve the numerical accuracy of programs but few c...
SIGPLAN
2008
13 years 7 months ago
2008
Programming language "paradigms" are a moribund and tedious legacy of a bygone age. Modern language designers pay them no respect, so why do our courses slavishly adhere...
COR
2010
13 years 7 months ago
2010
The Multi-Compartment Vehicle Routing Problem (MC-VRP) consists of designing transportation routes to satisfy the demands of a set of costumers for several products that because o...
CPAIOR
2005
Springer
14 years 1 months ago
2005
Springer
Abstract. We present an algorithmic framework for integrating solution methods that is based on search, inference, and relaxation and their interactions. We show that the following...