38 search results - page 2 / 8 » Distributionally Robust Optimization Under Moment Uncertaint... |
CCE
2007
13 years 7 months ago
2007
The problem of short-term scheduling under uncertainty is addressed in this paper through a multiobjective optimization framework that incorporates economic expectation, robustnes...
TIT
2011
13 years 2 months ago
2011
—The popular criteria of optimality for quickest change detection procedures are the Lorden criterion, the Pollak criterion, and the Bayesian criterion. In this paper, a robust v...
ASIAN
2004
Springer
14 years 23 days ago
2004
Springer
This paper considers online stochastic optimization problems where uncertainties are characterized by a distribution that can be sampled and where time constraints severely limit t...
JPDC
2008
13 years 7 months ago
2008
This research investigates the problem of robust static resource allocation for distributed computing systems operating under imposed Quality of Service (QoS) constraints. Often, ...
ANOR
2007
13 years 7 months ago
2007
The quality of multi-stage stochastic optimization models as they appear in asset liability management, energy planning, transportation, supply chain management, and other applicat...