66 search results - page 6 / 14 » Scenarios for Multistage Stochastic Programs |
FOCS
2005
IEEE
14 years 1 months ago
2005
IEEE
Stochastic optimization problems provide a means to model uncertainty in the input data where the uncertainty is modeled by a probability distribution over the possible realizatio...
DAGSTUHL
2007
13 years 9 months ago
2007
Stochastic optimization problems provide a means to model uncertainty in the input data where the uncertainty is modeled by a probability distribution over the possible realizatio...
CDC
2008
IEEE
14 years 2 months ago
2008
IEEE
— We consider a financial decision problem involving dynamic investment decisions on a single risky instrument over multiple and discrete time periods. Investment returns are as...
CCE
2004
13 years 7 months ago
2004
A large number of problems in production planning and scheduling, location, transportation, finance, and engineering design require that decisions be made in the presence of uncer...
CCE
2010
13 years 5 months ago
2010
In this work we address the problem of solving multiscenario optimization models that are deterministic equivalents of two-stage stochastic programs. We present a heuristic approx...