Sciweavers

227 search results - page 4 / 46
» A splitting method for stochastic programs
Sort
View
ICTAI
2009
IEEE
14 years 2 months ago
Enhanced Inference for the Market Split Problem
Inference in constraint programming is usually based on the deductions generated by individual constraints which are then communicated to other constraints through domain filteri...
Tarik Hadzic, Eoin O'Mahony, Barry O'Sullivan, Mei...
WSC
2001
13 years 9 months ago
Monte Carlo simulation approach to stochastic programming
Various stochastic programmingproblemscan be formulated as problems of optimization of an expected value function. Quite often the corresponding expectation function cannot be com...
Alexander Shapiro
SIAMJO
2002
124views more  SIAMJO 2002»
13 years 7 months ago
The Sample Average Approximation Method for Stochastic Discrete Optimization
In this paper we study a Monte Carlo simulation based approach to stochastic discrete optimization problems. The basic idea of such methods is that a random sample is generated and...
Anton J. Kleywegt, Alexander Shapiro, Tito Homem-d...