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» Optimal Control under Stochastic Target Constraints
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SAGA
2009
Springer
14 years 2 months ago
Scenario Reduction Techniques in Stochastic Programming
Stochastic programming problems appear as mathematical models for optimization problems under stochastic uncertainty. Most computational approaches for solving such models are base...
Werner Römisch
SIAMJO
2008
93views more  SIAMJO 2008»
13 years 7 months ago
Stochastic Programs with First-Order Dominance Constraints Induced by Mixed-Integer Linear Recourse
We propose a new class of stochastic integer programs whose special features are dominance constraints induced by mixed-integer linear recourse. For these models, we establish clo...
Ralf Gollmer, Frederike Neise, Rüdiger Schult...
CDC
2009
IEEE
126views Control Systems» more  CDC 2009»
13 years 5 months ago
Stochastic optimization for Markov modulated networks with application to delay constrained wireless scheduling
Abstract-- We consider a wireless system with a small number of delay constrained users and a larger number of users without delay constraints. We develop a scheduling algorithm th...
Michael J. Neely
GECCO
2009
Springer
128views Optimization» more  GECCO 2009»
14 years 5 days ago
Evolving stochastic processes using feature tests and genetic programming
The synthesis of stochastic processes using genetic programming is investigated. Stochastic process behaviours take the form of time series data, in which quantities of interest v...
Brian J. Ross, Janine H. Imada
MSOM
2008
103views more  MSOM 2008»
13 years 7 months ago
Facility Location with Stochastic Demand and Constraints on Waiting Time
We analyze the problem of optimal location of a set of facilities in the presence of stochastic demand and congestion. Customers travel to the closest facility to obtain service; ...
Opher Baron, Oded Berman, Dmitry Krass