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MP
2006
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13 years 11 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
2008
103views more  MP 2008»
13 years 11 months ago
Aggregation and discretization in multistage stochastic programming
Multistage stochastic programs have applications in many areas and support policy makers in finding rational decisions that hedge against unforeseen negative events. In order to en...
Daniel Kuhn
CIE
2009
Springer
14 years 6 months ago
Stochastic Programs and Hybrid Automata for (Biological) Modeling
We present a technique to associate to stochastic programs written in stochastic Concurrent Constraint Programming a semantics in terms of a lattice of hybrid automata. The aim of ...
Luca Bortolussi, Alberto Policriti