952 search results - page 4 / 191 » Computational complexity of stochastic programming problems |
CCE
2004
14 years 5 months ago
2004
Optimal control problems involve the difficult task of determining time-varying profiles through dynamic optimization. Such problems become even more complex in practical situatio...
JGO
2008
14 years 5 months ago
2008
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...
SAC
2008
ACM
14 years 4 months ago
2008
ACM
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...
CCE
2006
14 years 5 months ago
2006
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...
FOCS
2007
IEEE
14 years 11 months ago
2007
IEEE
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...