164 search results - page 13 / 33 » Stochastic MINLP optimization using simplicial approximation |
ECAI
2010
Springer
13 years 10 months ago
2010
Springer
Abstract. We address the problem of continuous stochastic optimal control in the presence of hard obstacles. Due to the non-smooth character of the obstacles, the traditional appro...
CPAIOR
2007
Springer
14 years 3 months ago
2007
Springer
One of the most important policies adopted in inventory control is the (R,S) policy (also known as the “replenishment cycle” policy). Under the non-stationary demand assumption...
SIAMJO
2008
13 years 8 months ago
2008
We study approximations of optimization problems with probabilistic constraints in which the original distribution of the underlying random vector is replaced with an empirical dis...
WSC
2007
13 years 11 months ago
2007
We consider the problem of pricing American options when the volatility of the underlying asset price is stochastic. No specific stochastic volatility model is assumed for the st...
ICASSP
2011
IEEE
13 years 16 days ago
2011
IEEE
Efficient design of cognitive radio networks calls for secondary users implementing adaptive resource allocation, which requires knowledge of the channel state information in ord...