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SIAMJO
2008
105views more  SIAMJO 2008»
13 years 7 months ago
On Stability of Multistage Stochastic Programs
We study the quantitative stability of linear multistage stochastic programs under perturbations of the underlying stochastic processes. It is shown that the optimal values behave...
Christian Küchler
CP
2008
Springer
13 years 9 months ago
Cost-Based Domain Filtering for Stochastic Constraint Programming
Abstract. Cost-based filtering is a novel approach that combines techniques from Operations Research and Constraint Programming to filter from decision variable domains values that...
Roberto Rossi, Armagan Tarim, Brahim Hnich, Steven...
SERP
2007
13 years 8 months ago
Runtime Support of Speculative Optimization for Offline Escape Analysis
Escape analysis can improve the speed and memory efficiency of garbage collected languages by allocating objects to the call stack, but an offline analysis will potentially interf...
Kevin Cleereman, Michelle Cheatham, Krishnaprasad ...
SAGA
2009
Springer
14 years 1 months ago
Scenario Reduction Techniques in Stochastic Programming
Stochastic programming problems appear as mathematical models for optimization problems under stochastic uncertainty. Most computational approaches for solving such models are base...
Werner Römisch
AOR
2010
13 years 4 months ago
Speeding up Stochastic Dynamic Programming with Zero-Delay Convolution
We show how a technique from signal processing known as zero-delay convolution can be used to develop more efficient dynamic programming algorithms for a broad class of stochastic...
Brian C. Dean