Country: Switzerland

Found 927 papers in total
A recourse certainty equivalent for decisions under uncertainty
A recourse certainty equivalent for decisions under uncertainty
1991,
The authors propose a new criterion for decision-making under uncertainty. The...
Conditional expectation of integrands and random sets
Conditional expectation of integrands and random sets
1991,
The conditional expectation of integrands and random sets is the main tool of...
Glivenko-Cantelli type theorems: An application of the convergence theory of stochastic suprema
Glivenko-Cantelli type theorems: An application of the convergence theory of stochastic suprema
1991,
The uniform convergence of empirical processes on certain classes of sets follows from...
Growth-security profiles in captial accumulation under risk
Growth-security profiles in captial accumulation under risk
1991,
This paper considers the tradeoff between growth and security in the problem of...
Linear programming with stochastic processes as parameters as applied to production planning
Linear programming with stochastic processes as parameters as applied to production planning
1991,
In formulating stochastic programming with recourse models, the parameters of the...
Adaptive approaches to stochastic programming
Adaptive approaches to stochastic programming
1991,
Economists have found a need to model agents who behave in ways that are not...
Scenario optimization
Scenario optimization
1991,
Uncertainty in the parameters of a mathematical program may present a modeller with...
Guaranteeing approach to solving quantile optimization problems
Guaranteeing approach to solving quantile optimization problems
1991,
This paper presents a numerical method for solving quantile optimization problems,...
Stochastic programming with random processes
Stochastic programming with random processes
1991,
Three possible approaches to stochastic programming problems defined in time (so that...
Asymptotic analysis of stochastic programs
Asymptotic analysis of stochastic programs
1991,
The paper discusses a general approach to studying asymptotic properties of...
Normalized convergence in stochastic optimization
Normalized convergence in stochastic optimization
1991,
A new concept of (normalized) convergence of random variables is introduced. This...
On statistical sensitivity analysis in stochastic programming
On statistical sensitivity analysis in stochastic programming
1991,
Different approaches to statistical sensitivity analysis for optimal solutions of...
Statistical verification of optimality conditions for stochastic programs with recourse
Statistical verification of optimality conditions for stochastic programs with recourse
1991,
Statistically motivated algorithms for the solution of stochastic programming problems...
Stability analysis for stochastic programs
Stability analysis for stochastic programs
1991,
For stochastic programs with recourse and with (several joint) probabilistic...
An upper bound for SLP using first and total second moments
An upper bound for SLP using first and total second moments
1991,
In 1987, J. Dulá considered the problem of finding an upper bound for the...
Bounding separable recourse functions with limited distribution information
Bounding separable recourse functions with limited distribution information
1991,
The recourse function in a stochastic program with recourse can be approximated by...
On the evaluation of strategies for branching bandit processes
On the evaluation of strategies for branching bandit processes
1991,
Glazebrook has given an account of improved procedures for strategy evaluation for...
A numerical method for solving stochastic programming problems with moment constraints on a distribution function
A numerical method for solving stochastic programming problems with moment constraints on a distribution function
1991,
The stochastic programming problem is considered in the case of a distribution...
Approximate nonlinear programming algorithms for solving stochastic programs with recourse
Approximate nonlinear programming algorithms for solving stochastic programs with recourse
1991,
This paper summarizes the main results on approximate nonlinear programming algorithms...
Extended scenario analysis
Extended scenario analysis
1991,
Scenario analysis, as proposed by Rockafellar and Wets, in a stochastic programming...
Applying the progressive hedging algorithm to stochastic generalized networks
Applying the progressive hedging algorithm to stochastic generalized networks
1991,
The introduction of uncertainty to mathematical programs greatly increases the size of...
Approximate scenario solutions in the progressive hedging algorithm: A numerical study with an application to fisheries management
Approximate scenario solutions in the progressive hedging algorithm: A numerical study with an application to fisheries management
1991,
This paper describes how the scenario aggregation principle can be combined with...
Structural properties of the progressive hedging algorithm
Structural properties of the progressive hedging algorithm
1991,
This short note discusses some structural properties of the progressive hedging...
Investments in stochastic maximum flow networks
Investments in stochastic maximum flow networks
1991,
Each arc ( i,j) of the network has capacity ξ ij where ξ ij is a non-negative...
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