Browsing Volume 2002 by Title
Now showing items 17-18 of 18
-
2002-08-16BuchRisk aversion via excess probabilities in stochastic programs with mixed-integer recourse We consider linear two-stage stochastic programs with mixed-integer recourse. Instead of basing the selection of an optimal first-stage solution on expected costs alone, we include into the objective a risk term reflecting ...
-
2002-02-13BuchThe stochastic single node service provision problem The service provision problem described in this paper comes from an application of distributed processing in telecommunications networks. The objective is to maximize a service provider's profit from offering computational ...