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» Computational complexity of stochastic programming problems
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CCGRID
2008
IEEE
14 years 11 months ago
A Stochastic Programming Approach for QoS-Aware Service Composition
—We formulate the service composition problem as a multi-objective stochastic program which simultaneously optimizes the following quality of service (QoS) parameters: workflow ...
Wolfram Wiesemann, Ronald Hochreiter, Daniel Kuhn
EOR
2010
149views more  EOR 2010»
14 years 5 months ago
Adaptive multicut aggregation for two-stage stochastic linear programs with recourse
Outer linearization methods for two-stage stochastic linear programs with recourse, such as the L-shaped algorithm, generally apply a single optimality cut on the nonlinear object...
Svyatoslav Trukhanov, Lewis Ntaimo, Andrew Schaefe...
ARTS
1999
Springer
14 years 9 months ago
Specifying Performance Measures for PEPA
Stochastic process algebras such as PEPA provide ample support for the component-based construction of models. Tools compute the numerical solution of these models; however, the st...
Graham Clark, Stephen Gilmore, Jane Hillston
FLAIRS
2009
14 years 2 months ago
Dynamic Programming Approximations for Partially Observable Stochastic Games
Partially observable stochastic games (POSGs) provide a rich mathematical framework for planning under uncertainty by a group of agents. However, this modeling advantage comes wit...
Akshat Kumar, Shlomo Zilberstein
MP
2006
103views more  MP 2006»
14 years 5 months ago
Assessing solution quality in stochastic programs
Determining if a solution is optimal or near optimal is fundamental in optimization theory, algorithms, and computation. For instance, Karush-Kuhn-Tucker conditions provide necessa...
Güzin Bayraksan, David P. Morton