952 search results - page 30 / 191 » Computational complexity of stochastic programming problems |
CORR
2010
Springer
13 years 11 months ago
2010
Springer
In this paper we present an equilibrium value based framework for solving SDPs via the multiplicative weight update method which is different from the one in Kale's thesis [K...
EOR
2007
13 years 11 months ago
2007
In this paper, we present a stochastic version of the Location Model with Risk Pooling (LMRP) that optimizes location, inventory, and allocation decisions under random parameters ...
ECAI
2010
Springer
14 years 1 days ago
2010
Springer
Abstract. We address the problem of continuous stochastic optimal control in the presence of hard obstacles. Due to the non-smooth character of the obstacles, the traditional appro...
APPROX
2005
Springer
14 years 4 months ago
2005
Springer
A large class of stochastic optimization problems can be modeled as minimizing an objective function f that depends on a choice of a vector x ∈ X, as well as on a random external...
ECBS
1996
IEEE
14 years 3 months ago
1996
IEEE
It is widely recognized that real-time,fault-tolerant and distributed computing technologies play a key role in the deployment of many current andfuture (civilian or Defense) crit...