227 search results - page 2 / 46 » A splitting method for stochastic programs |
ICALP
2000
Springer
14 years 4 days ago
2000
Springer
This paper demonstrates how three stochastic process algebras can be mapped on to a generally-distributed stochastic transition system. We demonstrate an aggregation technique on ...
SAGA
2005
Springer
14 years 2 months ago
2005
Springer
Abstract. In this paper, a Stochastic Dynamic Facility Location Problem (SDFLP) is formulated. In the first part, an exact solution method based on stochastic dynamic programming ...
ANOR
2006
13 years 8 months ago
2006
Abstract. We investigate the quality of solutions obtained from sample-average approximations to two-stage stochastic linear programs with recourse. We use a recently developed sof...
ORL
2008
13 years 8 months ago
2008
We discuss the almost-sure convergence of a broad class of sampling algorithms for multi-stage stochastic linear programs. We provide a convergence proof based on the finiteness o...
WSC
2004
13 years 10 months ago
2004
Recently, simulation-based methods have been successfully used for solving challenging stochastic optimization problems and equilibrium models. Here we report some of the recent p...