66 search results - page 5 / 14 » Scenarios for Multistage Stochastic Programs |
SAGA
2009
Springer
14 years 2 months ago
2009
Springer
Stochastic programming problems appear as mathematical models for optimization problems under stochastic uncertainty. Most computational approaches for solving such models are base...
IWIA
2006
IEEE
14 years 1 months ago
2006
IEEE
The commonly used flaw hypothesis model (FHM) for performing penetration tests provides only limited, highlevel guidance for the derivation of actual penetration attempts. In thi...
CONSTRAINTS
2006
13 years 7 months ago
2006
To model combinatorial decision problems involving uncertainty and probability, we introduce scenario based stochastic constraint programming. Stochastic constraint programs conta...
COR
2008
13 years 7 months ago
2008
Within the framework of multi-stage mixed-integer linear stochastic programming we develop a short-term production plan for a price-taking hydropower plant operating under uncerta...
MP
2006
13 years 7 months ago
2006
This paper addresses a multi-stage stochastic integer programming formulation of the uncapacitated lot-sizing problem under uncertainty. We show that the classical ( , S) inequalit...