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SAGA
2009
Springer
14 years 2 months ago
Scenario Reduction Techniques in Stochastic Programming
Stochastic programming problems appear as mathematical models for optimization problems under stochastic uncertainty. Most computational approaches for solving such models are base...
Werner Römisch
WSC
1997
13 years 9 months ago
Searching for Important Factors: Sequential Bifurcation under Uncertainty
The problem of searching for important factors in a simulation model is considered when the simulation output is subject to stochastic variation. Bettonvil and Kleijnen (1996) giv...
Russell C. H. Cheng
CCE
2008
13 years 7 months ago
Global optimization of multiscenario mixed integer nonlinear programming models arising in the synthesis of integrated water net
The problem of optimal synthesis of an integrated water system is addressed in this work, where water using processes and water treatment operations are combined into a single net...
Ramkumar Karuppiah, Ignacio E. Grossmann
NIPS
2007
13 years 9 months ago
Sequential Hypothesis Testing under Stochastic Deadlines
Most models of decision-making in neuroscience assume an infinite horizon, which yields an optimal solution that integrates evidence up to a fixed decision threshold; however, u...
Peter Frazier, Angela Yu
ANOR
2010
112views more  ANOR 2010»
13 years 6 months ago
Online stochastic optimization under time constraints
This paper considers online stochastic optimization problems where uncertainties are characterized by a distribution that can be sampled and where time constraints severely limit t...
Pascal Van Hentenryck, Russell Bent, Eli Upfal