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» Scenario-based Stochastic Constraint Programming
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MP
2006
106views more  MP 2006»
13 years 7 months ago
Worst-case distribution analysis of stochastic programs
We show that for even quasi-concave objective functions the worst-case distribution, with respect to a family of unimodal distributions, of a stochastic programming problem is a u...
Alexander Shapiro
MP
2008
103views more  MP 2008»
13 years 7 months ago
Aggregation and discretization in multistage stochastic programming
Multistage stochastic programs have applications in many areas and support policy makers in finding rational decisions that hedge against unforeseen negative events. In order to en...
Daniel Kuhn
GECCO
2009
Springer
128views Optimization» more  GECCO 2009»
14 years 7 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
ETAI
2000
84views more  ETAI 2000»
13 years 7 months ago
Learning Stochastic Logic Programs
Stochastic logic programs combine ideas from probabilistic grammars with the expressive power of definite clause logic; as such they can be considered as an extension of probabili...
Stephen Muggleton
SIAMJO
2008
97views more  SIAMJO 2008»
13 years 7 months ago
New Formulations for Optimization under Stochastic Dominance Constraints
Stochastic dominance constraints allow a decision-maker to manage risk in an optimization setting by requiring their decision to yield a random outcome which stochastically domina...
James Luedtke