Multistage stochastic programs have applications in many areas and support policy makers in finding rational decisions that hedge against unforeseen negative events. In order to en...
In this paper we consider stochastic programming problems where the objective function is given as an expected value of a convex piecewise linear random function. With an optimal s...
Alexander Shapiro, Tito Homem-de-Mello, Joocheol K...
We study algorithms for approximation of the mild solution of stochastic heat equations on the spatial domain ]0, 1[ d . The error of an algorithm is defined in L2-sense. We derive...
Abstract Abstract. In this paper we improve the analysis of approximation algorithms based on semidefinite programming for the maximum graph partitioning problems MAX-k-CUT, MAX-k...
Internet advertising is a sophisticated game in which the many advertisers "play" to optimize their return on investment. There are many "targets" for the adve...