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BMCBI
2004
323views more  BMCBI 2004»
13 years 11 months ago
Biochemical Network Stochastic Simulator (BioNetS): software for stochastic modeling of biochemical networks
Background: Intrinsic fluctuations due to the stochastic nature of biochemical reactions can have large effects on the response of biochemical networks. This is particularly true ...
David Adalsteinsson, David McMillen, Timothy C. El...
IVC
2007
142views more  IVC 2007»
13 years 11 months ago
Fast stochastic optimization for articulated structure tracking
Recently, an optimization approach for fast visual tracking of articulated structures based on Stochastic Meta-Descent (SMD) [7] has been presented. SMD is a gradient descent with...
Matthieu Bray, Esther Koller-Meier, Nicol N. Schra...
SIAMSC
2008
99views more  SIAMSC 2008»
13 years 11 months ago
Mixed Multiscale Finite Element Methods for Stochastic Porous Media Flows
In this paper, we propose a stochastic mixed multiscale finite element method. The proposed method solves the stochastic porous media flow equation on the coarse grid using a set ...
J. E. Aarnes, Yalchin Efendiev
SIAMJO
2008
105views more  SIAMJO 2008»
13 years 11 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
NN
2006
Springer
13 years 11 months ago
Propagation and control of stochastic signals through universal learning networks
The way of propagating and control of stochastic signals through Universal Learning Networks (ULNs) and its applications are proposed. ULNs have been already developed to form a s...
Kotaro Hirasawa, Shingo Mabu, Jinglu Hu
MP
2006
175views more  MP 2006»
13 years 11 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
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
IOR
2008
109views more  IOR 2008»
13 years 11 months ago
Polynomial-Time Algorithms for Stochastic Uncapacitated Lot-Sizing Problems
In 1958, Wagner and Whitin published a seminal paper on the deterministic uncapacitated lot-sizing problem, a fundamental model that is embedded in many practical production plann...
Yongpei Guan, Andrew J. Miller
CCE
2007
13 years 11 months ago
Water networks security: A two-stage mixed-integer stochastic program for sensor placement under uncertainty
This work describes a stochastic approach for the optimal placement of sensors in municipal water networks to detect maliciously injected contaminants. The model minimizes the exp...
Vicente Rico-Ramírez, Sergio Frausto-Hern&a...
BMCBI
2006
179views more  BMCBI 2006»
13 years 11 months ago
Multiscale Hy3S: Hybrid stochastic simulation for supercomputers
Background: Stochastic simulation has become a useful tool to both study natural biological systems and design new synthetic ones. By capturing the intrinsic molecular fluctuation...
Howard Salis, Vassilios Sotiropoulos, Yiannis N. K...