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» Problem formulation as the reduction of a decision model
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IM
2003
13 years 10 months ago
A Revenue-based Model for Making Resource Investment Decisions in IP Networks
: Capacity planning is a critical task in network management. It identifies how much capacity is needed to match future traffic demand. It directly affects customer satisfaction ...
Srinivasan Jagannathan, Jörn Altmann, Lee Rho...
COR
2008
66views more  COR 2008»
13 years 8 months ago
A multi-objective model for environmental investment decision making
Investment in landscapes to achieve outcomes that have multiple environmental benefits has become a major priority in many countries. This gives rise to opportunities for mathemat...
Andrew J. Higgins, Stefan Hajkowicz, Elisabeth N. ...
EOR
2006
97views more  EOR 2006»
13 years 8 months ago
Bayesian portfolio selection with multi-variate random variance models
We consider multi-period portfolio selection problems for a decision maker with a specified utility function when the variance of security returns is described by a discrete time ...
Refik Soyer, Kadir Tanyeri
CCE
2004
13 years 8 months ago
Continuous reformulations of discrete-continuous optimization problems
This paper treats the solution of nonlinear optimization problems involving discrete decision variables, also known as generalized disjunctive programming (GDP) or mixed-integer n...
Oliver Stein, Jan Oldenburg, Wolfgang Marquardt
AI
2008
Springer
13 years 8 months ago
Reachability analysis of uncertain systems using bounded-parameter Markov decision processes
Verification of reachability properties for probabilistic systems is usually based on variants of Markov processes. Current methods assume an exact model of the dynamic behavior a...
Di Wu, Xenofon D. Koutsoukos