227 search results - page 6 / 46 » A splitting method for stochastic programs |
EUROPAR
2004
Springer
14 years 29 days ago
2004
Springer
Several optimization techniques are hindered by uncertainties about the control flow in a program, which can generally not be determined by static methods at compile time. We pres...
PC
2000
13 years 7 months ago
2000
In this paper we present a parallel method for solving two-stage stochastic linear programs with restricted recourse. The mathematical model considered here can be used to represe...
AUTOMATICA
2011
13 years 2 months ago
2011
Previously, idempotent methods have been found to be extremely fast for solution of dynamic programming equations associated with deterministic control problems. The original meth...
FM
2009
Springer
14 years 2 months ago
2009
Springer
Verification methods for memory-manipulating C programs need to address not only well-typed programs that respect invariants such as the split heap memory model, but also programs...
IOR
2011
13 years 2 months ago
2011
We formulate a risk-averse two-stage stochastic linear programming problem in which unresolved uncertainty remains after the second stage. The objective function is formulated as ...