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EOR
2002
123views more  EOR 2002»
13 years 6 months ago
Capacity selection under uncertainty with ratio objectives
Capacity choice or expansion, whether organic or via mergers and acquisitions, creates firms of widely varying scales. The ex-post profitability of such a transformed firm relativ...
Yigal Gerchak, Elkafi Hassini, Saibal Ray
EUSFLAT
2009
175views Fuzzy Logic» more  EUSFLAT 2009»
13 years 4 months ago
The Minimization of the Risk of Falling in Portfolios under Uncertainty
Abstract-- A portfolio model to minimize the risk of falling under uncertainty is discussed. The risk of falling is represented by the value-at-risk of rate of return. Introducing ...
Yuji Yoshida
ICTAI
2000
IEEE
13 years 10 months ago
Building efficient partial plans using Markov decision processes
Markov Decision Processes (MDP) have been widely used as a framework for planning under uncertainty. They allow to compute optimal sequences of actions in order to achieve a given...
Pierre Laroche
ATAL
2006
Springer
13 years 10 months ago
Decentralized planning under uncertainty for teams of communicating agents
Decentralized partially observable Markov decision processes (DEC-POMDPs) form a general framework for planning for groups of cooperating agents that inhabit a stochastic and part...
Matthijs T. J. Spaan, Geoffrey J. Gordon, Nikos A....
CCE
2007
13 years 6 months ago
Water networks security: A two-stage mixed-integer stochastic program for sensor placement under uncertainty
This work describes a stochastic approach for the optimal placement of sensors in municipal water networks to detect maliciously injected contaminants. The model minimizes the exp...
Vicente Rico-Ramírez, Sergio Frausto-Hern&a...