604 search results - page 13 / 121 » Stochastic Offline Programming |
SIAMJO
2008
13 years 7 months ago
2008
We propose a new class of stochastic integer programs whose special features are dominance constraints induced by mixed-integer linear recourse. For these models, we establish clo...
JMLR
2012
11 years 10 months ago
2012
JMLR
2012
11 years 10 months ago
2012
MP
2006
13 years 7 months ago
2006
Abstract. Traditional stochastic programming is risk neutral in the sense that it is concerned with the optimization of an expectation criterion. A common approach to addressing ri...
ANOR
2006
13 years 7 months ago
2006
To solve a decision problem under uncertainty via stochastic programming means to choose or to build a suitable stochastic programming model taking into account the nature of the r...