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» Computational complexity of stochastic programming problems
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SIAMCOMP
2010
174views more  SIAMCOMP 2010»
13 years 9 months ago
On the Complexity of Nash Equilibria and Other Fixed Points
We reexamine what it means to compute Nash equilibria and, more generally, what it means to compute a fixed point of a given Brouwer function, and we investigate the complexity o...
Kousha Etessami, Mihalis Yannakakis
ICGI
2000
Springer
14 years 2 months ago
Computation of Substring Probabilities in Stochastic Grammars
Abstract. The computation of the probability of string generation according to stochastic grammars given only some of the symbols that compose it underlies pattern recognition prob...
Ana L. N. Fred
TSMC
2008
113views more  TSMC 2008»
13 years 10 months ago
Computational Methods for Verification of Stochastic Hybrid Systems
Stochastic hybrid system (SHS) models can be used to analyze and design complex embedded systems that operate in the presence of uncertainty and variability. Verification of reacha...
Xenofon D. Koutsoukos, Derek Riley
COR
2008
128views more  COR 2008»
13 years 11 months ago
Solving dynamic stochastic economic models by mathematical programming decomposition methods
Discrete-time optimal control problems arise naturally in many economic problems. Despite the rapid growth in computing power and new developments in the literature, many economic...
Mercedes Esteban-Bravo, Francisco J. Nogales
ANOR
2006
133views more  ANOR 2006»
13 years 11 months ago
Horizon and stages in applications of stochastic programming in finance
To solve a decision problem under uncertainty via stochastic programming means to choose or to build a suitable stochastic programming model taking into account the nature of the r...
Marida Bertocchi, Vittorio Moriggia, Jitka Dupacov...