410 search results - page 5 / 82 » Analysis of stochastic dual dynamic programming method |
ANOR
2006
13 years 7 months ago
2006
This paper derives a new splitting-based decomposition algorithm for convex stochastic programs. It combines certain attractive features of the progressive hedging algorithm of Roc...
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...
WSC
2000
13 years 8 months ago
2000
Discrete Event Simulation (DES) has been used as a design and validation tool in various production and business applications. DES can also be utilized for analyzing the product-m...
MCS
2008
Springer
13 years 7 months ago
2008
Springer
A stochastic numerical scheme for an extended immersed boundary method which incorporates thermal fluctuations for the simulation of microscopic biological systems consisting of fl...
CCE
2004
13 years 7 months ago
2004
This contribution deals with scheduling problems of flexible chemical batch processes with a special emphasis on their real-time character. This implies not only the need for suff...