66 search results - page 7 / 14 » Scenarios for Multistage Stochastic Programs |
MOR
2006
13 years 7 months ago
2006
We introduce an axiomatic definition of a conditional convex risk mapping and we derive its properties. In particular, we prove a representation theorem for conditional risk mappi...
ORL
2007
13 years 7 months ago
2007
We extend earlier work on scenario reduction by relying directly on Fortet–Mourier metrics instead of using upper bounds given in terms of mass transportation problems. The impo...
ANOR
2010
13 years 7 months ago
2010
We study some mathematical programming formulations for the origin-destination model in airline revenue management. In particular, we focus on the traditional probabilistic model ...
GLOBECOM
2006
IEEE
14 years 1 months ago
2006
IEEE
Telecommunication companies, such as Internet and cellular service providers, are seeing rapid and uncertain growth of traffic routed through their networks. It has become a chall...