edoc-Server der Humboldt-Universität zu Berlin

SPEPS Preprint

Author(s): Andrzej Ruszczynski, RUTCOR, Rutgers Center for Operations Research
Title: Probabilistic programs with discrete distributions and precedence constrained knapsack polyhedra
Date of Acceptance: 05.10.2000
Submission Date: 02.10.2000
Series Title: Stochastic Programming E-Print Series
(SPEPS)
Editors: Julie L. Higle; Werner Römisch; Surrajeet Sen
Keywords (eng): Probabilistic Programming, Integer Programming, Valid Inequal
Appeared in: Mathematical programming 2 (Vol. 93, 2002)
Springer (Berlin [u.a.])
Metadata export: To export the complete metadata set as Endote or Bibtex format please click to the appropriate link. Endnote   Bibtex  

Abstract (eng):
We consider stochastic programming problems with probabilistic constraints involving random variables with discrete distributions. They can be reformulated as large scale mixed integer programming problems with knapsack constraints. Using specific properties of stochastic programming problems and bounds on the probability of the union of events we develop new inequalities for these mixed integer programs. We also develop methods for lifting these inequalities. These procedures are used in a general iterative algorithm for solving probabilistically constrained problems. The results are illustrated with a numerical example.
Access Statistics: These data concerning access statistics for individual documents have been compiled using the webserver log files aggregated by AWSTATS. They refer to a monthly access count to the full text documents as well as to the entry page.
 
As for format versions of a document which consist of multiple files (such as HTML) the highest monthly access number to one of the files (chapters) is shown respectivly.
 
To see the detailled access numbers please move the mouse pointer over the single bars of the digaram.
PDF: 1 Zugriffe PDF: 2 Zugriffe Startseite: 1 Zugriffe PDF: 1 Zugriffe PDF: 3 Zugriffe PDF: 6 Zugriffe PDF: 1 Zugriffe Startseite: 3 Zugriffe PDF: 4 Zugriffe PDF: 1 Zugriffe PDF: 1 Zugriffe PDF: 2 Zugriffe PDF: 3 Zugriffe PDF: 2 Zugriffe PDF: 1 Zugriffe PDF: 1 Zugriffe PDF: 2 Zugriffe PDF: 1 Zugriffe PDF: 2 Zugriffe PDF: 14 Zugriffe PDF: 6 Zugriffe Startseite: 1 Zugriffe PDF: 10 Zugriffe Startseite: 1 Zugriffe PDF: 21 Zugriffe PDF: 12 Zugriffe Startseite: 1 Zugriffe PDF: 3 Zugriffe PDF: 9 Zugriffe Startseite: 2 Zugriffe PDF: 4 Zugriffe Startseite: 3 Zugriffe PDF: 3 Zugriffe Startseite: 2 Zugriffe PDF: 12 Zugriffe PDF: 5 Zugriffe Startseite: 1 Zugriffe PDF: 3 Zugriffe PDF: 13 Zugriffe PDF: 11 Zugriffe PDF: 9 Zugriffe Startseite: 2 Zugriffe PDF: 6 Zugriffe PDF: 5 Zugriffe
Jul
11
Aug
11
Sep
11
Oct
11
Nov
11
Dec
11
Jan
12
Feb
12
Apr
12
May
12
Jun
12
Jul
12
Aug
12
Sep
12
Oct
12
Nov
12
Dec
12
Jan
13
Feb
13
Mar
13
Apr
13
May
13
Jun
13
Jul
13
Aug
13
Sep
13
Oct
13
Nov
13
Dec
13
Jan
14
Feb
14
Mar
14
Apr
14
May
14
Jun
14
Monat Jul
11
Aug
11
Sep
11
Oct
11
Nov
11
Dec
11
Jan
12
Feb
12
Apr
12
May
12
Jun
12
Jul
12
Aug
12
Sep
12
Oct
12
Nov
12
Dec
12
Jan
13
Feb
13
Mar
13
Apr
13
May
13
Jun
13
Jul
13
Aug
13
Sep
13
Oct
13
Nov
13
Dec
13
Jan
14
Feb
14
Mar
14
Apr
14
May
14
Jun
14
Startseite     1         3                         1 1   1   2 3 2   1       2  
PDF 1 2   1 3 6 1 4 1 1 2 3 2 1 1 2 1 2 14 6 10 21 12 3 9 4 3 12 5 3 13 11 9 6 5

Gesamtzahl der Zugriffe seit Jul 2011:

  • Startseite – 17 (0.52 pro Monat)
  • PDF – 180 (5.14 pro Monat)
 
 
Generated at 29.07.2014, 08:53:17