952 search results - page 6 / 191 » Computational complexity of stochastic programming problems |
MP
2006
13 years 10 months ago
2006
This paper addresses a multi-stage stochastic integer programming formulation of the uncapacitated lot-sizing problem under uncertainty. We show that the classical ( , S) inequalit...
MP
2008
13 years 10 months ago
2008
Multistage stochastic programs have applications in many areas and support policy makers in finding rational decisions that hedge against unforeseen negative events. In order to en...
CDC
2009
IEEE
14 years 2 months ago
2009
IEEE
Abstract— For stochastic hybrid systems, stochastic reachability is very little supported mainly because of complexity and difficulty of the associated mathematical problems. In...
WSC
2001
14 years 7 days ago
2001
Various stochastic programmingproblemscan be formulated as problems of optimization of an expected value function. Quite often the corresponding expectation function cannot be com...
AAMAS
2010
Springer
13 years 11 months ago
2010
Springer
POMDPs and their decentralized multiagent counterparts, DEC-POMDPs, offer a rich framework for sequential decision making under uncertainty. Their computational complexity, howeve...