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» Computational complexity of stochastic programming problems
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CCGRID
2008
IEEE
14 years 5 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»
13 years 11 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 3 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
13 years 8 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»
13 years 11 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