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» Computational complexity of stochastic programming problems
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CCE
2004
13 years 10 months ago
Dynamic programming in a heuristically confined state space: a stochastic resource-constrained project scheduling application
The Resource-Constrained Project Scheduling Problem(RCPSP) is a significant challenge in highly regulated industries, such as pharmaceuticals and agrochemicals, where a large numb...
Jaein Choi, Matthew J. Realff, Jay H. Lee
ORL
2008
124views more  ORL 2008»
13 years 11 months ago
Sample average approximation of expected value constrained stochastic programs
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...
Wei Wang, Shabbir Ahmed
CSCLP
2005
Springer
14 years 4 months ago
A Hybrid Benders' Decomposition Method for Solving Stochastic Constraint Programs with Linear Recourse
Abstract. We adopt Benders’ decomposition algorithm to solve scenariobased Stochastic Constraint Programs (SCPs) with linear recourse. Rather than attempting to solve SCPs via a ...
Armagan Tarim, Ian Miguel
COR
2007
106views more  COR 2007»
13 years 10 months ago
On a stochastic sequencing and scheduling problem
We present a framework for solving multistage pure 0–1 programs for a widely used sequencing and scheduling problem with uncertainty in the objective function coefficients, the...
Antonio Alonso-Ayuso, Laureano F. Escudero, M. Ter...
HM
2007
Springer
120views Optimization» more  HM 2007»
14 years 5 months ago
On the Combination of Constraint Programming and Stochastic Search: The Sudoku Case
Sudoku is a notorious logic-based puzzle that is popular with puzzle enthusiasts the world over. From a computational perspective, Sudoku is also a problem that belongs to the set ...
Rhydian Lewis