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» Structural Properties of Stochastic Dynamic Programs
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IOR
2011
152views more  IOR 2011»
13 years 2 months ago
Risk-Averse Two-Stage Stochastic Linear Programming: Modeling and Decomposition
We formulate a risk-averse two-stage stochastic linear programming problem in which unresolved uncertainty remains after the second stage. The objective function is formulated as ...
Naomi Miller, Andrzej Ruszczynski
WIOPT
2006
IEEE
14 years 1 months ago
A structural property of solutions to path optimization problems in random access networks
Abstract— The inherent nature of the physical setup and transmission mechanism in wireless ad hoc networks with random channel access, results in correlation between the link met...
Arzad Alam Kherani, Dinesh Kumar 0002, Eitan Altma...
SIAMCO
2011
13 years 2 months ago
Nonlinear Black-Scholes Equations in Finance: Associated Control Problems and Properties of Solutions
We study properties of solutions to fully nonlinear versions of the standard Black– Scholes partial differential equation. These equations have been introduced in financial mat...
Rüdiger Frey, Ulrike Polte
PLDI
2012
ACM
11 years 10 months ago
Proving acceptability properties of relaxed nondeterministic approximate programs
Approximate program transformations such as skipping tasks [29, 30], loop perforation [21, 22, 35], reduction sampling [38], multiple selectable implementations [3, 4, 16, 38], dy...
Michael Carbin, Deokhwan Kim, Sasa Misailovic, Mar...
CVPR
2010
IEEE
14 years 3 months ago
Dynamic Texture Recognition based on Distributions of Spacetime Oriented Structure
This paper addresses the challenge of recognizing dynamic textures based on their observed visual dynamics. Typically, the term dynamic texture is used with reference to image s...
Konstantinos Derpanis, Richard Wildes