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...
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...
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...
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...
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...