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POPL
1999
ACM
13 years 11 months ago
Stochastic Processes as Concurrent Constraint Programs
Vineet Gupta, Radha Jagadeesan, Prakash Panangaden
MP
2006
75views more  MP 2006»
13 years 7 months ago
A Class of stochastic programs with decision dependent uncertainty
We address a class of problems where decisions have to be optimized over a time horizon given that the future is uncertain and that the optimization decisions influence the time o...
Vikas Goel, Ignacio E. Grossmann
MP
2006
175views more  MP 2006»
13 years 7 months ago
Conditional Value-at-Risk in Stochastic Programs with Mixed-Integer Recourse
In classical two-stage stochastic programming the expected value of the total costs is minimized. Recently, mean-risk models - studied in mathematical finance for several decades -...
Rüdiger Schultz, Stephan Tiedemann
IJCAI
2003
13 years 8 months ago
Scenario-based Stochastic Constraint Programming
To model combinatorial decision problems involving uncertainty and probability, we extend the stochastic constraint programming framework proposed in [Walsh, 2002] along a number ...
Suresh Manandhar, Armagan Tarim, Toby Walsh
ESANN
2006
13 years 8 months ago
Learning for stochastic dynamic programming
Abstract. We present experimental results about learning function values (i.e. Bellman values) in stochastic dynamic programming (SDP). All results come from openDP (opendp.sourcef...
Sylvain Gelly, Jérémie Mary, Olivier...