Auflistung Volume 2012 nach Titel
Anzeige der Publikationen 8-10 von 10
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2012-10-13BuchQuantitative Stability Analysis of Stochastic Generalized Equations We consider the solution of a system of stochastic generalized equations (SGE) where theunderlying functions are mathematical expectation of random set-valued mappings. SGE hasmany applications such as characterizing ...
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2012-04-09BuchSDDP for multistage stochastic linear programs based on spectral risk measures We consider risk-averse formulations of multistage stochastic linear programs. Forthese formulations, based on convex combinations of spectral risk measures, risk-averse dynamicprogramming equations can be written. As a ...
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2012-11-23BuchThreshold Boolean Form for Joint Probabilistic Constraints with Random Technology Matrix We develop a new modeling and exact solution method for stochastic programming problems thatinclude a joint probabilistic constraint in which the multi-row random technology matrix is discretely distributed. We binarize ...