The algorithmic framework developed for improving heuristic solutions of the new version of deterministic TSP [Choi et al., 2002] is extended to the stochastic case. To verify the...
Abstract. We investigate the quality of solutions obtained from sample-average approximations to two-stage stochastic linear programs with recourse. We use a recently developed sof...
Stochastic hybrid system (SHS) models can be used to analyze and design complex embedded systems that operate in the presence of uncertainty and variability. Verification of reacha...
Abstract. The vertex cover problem is a classical NP-complete problem for which the best worst-case approximation ratio is 2− o(1). In this paper, we use a collection of simple g...
Continuous-variable simulation optimization problems are those optimization problems where the objective function is computed through stochastic simulation and the decision variab...