227 search results - page 8 / 46 » A splitting method for stochastic programs |
MP
2006
13 years 7 months ago
2006
Monte Carlo methods have been used extensively in the area of stochastic programming. As with other methods that involve a level of uncertainty, theoretical properties are required...
HYBRID
2004
Springer
14 years 28 days ago
2004
Springer
We present a parameter inference algorithm for autonomous stochastic linear hybrid systems, which computes a maximum-likelihood model, given only a set of continuous output data of...
CPAIOR
2007
Springer
14 years 1 months ago
2007
Springer
In a facility with front room and back room operations, it is useful to switch workers between the rooms in order to cope with changing customer demand. Assuming stochastic custome...
ORL
2008
13 years 7 months ago
2008
We propose a sample average approximation (SAA) method for stochastic programming problems involving an expected value constraint. Such problems arise, for example, in portfolio s...
IOR
2010
13 years 6 months ago
2010
This paper introduces disjunctive decomposition for two-stage mixed 0-1 stochastic integer programs (SIPs) with random recourse. Disjunctive decomposition allows for cutting plane...