Abstract. We study optimal control in large stochastic multi-agent systems in continuous space and time. We consider multi-agent systems where agents have independent dynamics with...
We consider a robust model proposed by Scarf, 1958, for stochastic optimization when only the marginal probabilities of (binary) random variables are given, and the correlation be...
A probabilistically checkable debate system (PCDS) for a language L consists of a probabilisticpolynomial-time veri er V and a debate between Player 1, who claims that the input x ...
Anne Condon, Joan Feigenbaum, Carsten Lund, Peter ...
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...
Discrete-event simulation is widely used to analyse and improve the performance of manufacturing systems. The related optimization problem often includes integer design variables ...
S. J. Abspoel, L. F. P. Etman, J. Vervoort, J. E. ...