39 search results - page 6 / 8 » On Stability of Multistage Stochastic Programs |
MOR
2002
13 years 7 months ago
2002
EOR
2008
13 years 7 months ago
2008
The aim of this paper is to apply the concept of robust optimization introduced by Bel-Tal and Nemirovski to the portfolio selection problems based on multi-stage scenario trees. ...
ANOR
2010
13 years 7 months ago
2010
We study some mathematical programming formulations for the origin-destination model in airline revenue management. In particular, we focus on the traditional probabilistic model ...
GLOBECOM
2006
IEEE
14 years 1 months ago
2006
IEEE
Telecommunication companies, such as Internet and cellular service providers, are seeing rapid and uncertain growth of traffic routed through their networks. It has become a chall...
MP
2006
13 years 7 months ago
2006
In classical two-stage stochastic programming the expected value of the total costs is minimized. Recently, mean-risk models - studied in mathematical finance for several decades -...