Browsing by Author "Morton, David P."

Now showing items 1-6 of 6

2002-12-19Buch

A stochastic program for optimizing military sealift subject to attack

Morton, David P.; Salmerón, Javier; Wood, R. Kevin

We describe a stochastic program for planning the wartime, sealift deployment of military cargo subject to attack. The cargo moves on ships from US or allied seaports of embarkation through seaports of debarkation (SPODs) ...
2004-05-17Buch

Assessing policy quality in multi-stage stochastic programming

Chiralaksanakul, Anukal; Morton, David P.

Solving a multi-stage stochastic program with a large number of scenarios and a moderate-to-large number of stages can be computationally challenging. We develop two Monte Carlo-based methods that exploit special structures ...
2005-02-25Buch

Assessing Solution Quality in Stochastic Programs

Bayraksan, Güzin; Morton, David P.

Determining whether a solution is of high quality (optimal or near optimal) is a fundamental question in optimization theory and algorithms. In this paper, we develop Monte Carlo sampling-based procedures for assessing ...
2002-05-03Buch

Higher-Order Upper Bounds on the Expectation of a Convex Function

Dokov, Steftcho P.; Morton, David P.

We develop a decreasing sequence of upper bounds on the expectation of a convex function. The n-th term in the sequence uses moments and cross-moments of up to degree n from the underlying random vector. Our work has ...
2006-03-20Buch

Models for nuclear smuggling interdiction

Morton, David P.; Pan, Feng; Saeger, Kevin J.

We describe two stochastic network interdiction models for thwarting nuclear smuggling.In the ﬁrst model, the smuggler travels through a transportation network on a path thatmaximizes the probability of evading detection, ...
2001-04-16Buch

Second-order lower bounds on the expectation of a convex function

Dokov, Steftcho P.; Morton, David P.

We develop a class of lower bounds on the expectation of a convex function. The bounds utilize the first two moments of the underlying random variable, whose support is contained in a bounded interval or hyper-rectangle. ...