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» Computational complexity of stochastic programming problems
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CCE
2004
13 years 9 months ago
Stochastic maximum principle for optimal control under uncertainty
Optimal control problems involve the difficult task of determining time-varying profiles through dynamic optimization. Such problems become even more complex in practical situatio...
Vicente Rico-Ramírez, Urmila M. Diwekar
JGO
2008
83views more  JGO 2008»
13 years 9 months ago
Computations with disjunctive cuts for two-stage stochastic mixed 0-1 integer programs
Two-stage stochastic mixed-integer programming (SMIP) problems with recourse are generally difficult to solve. This paper presents a first computational study of a disjunctive cut...
Lewis Ntaimo, Matthew W. Tanner
SAC
2008
ACM
13 years 9 months ago
Computational methods for complex stochastic systems: a review of some alternatives to MCMC
We consider analysis of complex stochastic models based upon partial information. MCMC and reversible jump MCMC are often the methods of choice for such problems, but in some situ...
Paul Fearnhead
CCE
2006
13 years 9 months ago
An efficient algorithm for large scale stochastic nonlinear programming problems
The class of stochastic nonlinear programming (SNLP) problems is important in optimization due to the presence of nonlinearity and uncertainty in many applications, including thos...
Y. Shastri, Urmila M. Diwekar
FOCS
2007
IEEE
14 years 4 months ago
On the Complexity of Nash Equilibria and Other Fixed Points (Extended Abstract)
d Abstract) Kousha Etessami LFCS, School of Informatics University of Edinburgh Mihalis Yannakakis Department of Computer Science Columbia University We reexamine what it means to...
Kousha Etessami, Mihalis Yannakakis