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On logarithmic norms for differential algebraic equations
Logarithmic matrix norms are well known in the theory of ordinary differential equations (ODEs) where they supply estimates for error growth and the growth of the solutions. In this paper we present a natural generalization ...
The average behaviour of greedy algorithms for the knapsack problem: General distributions
This paper is a partial generalization of the results of  for rather arbitrary distributions of coefficients. We state the main theorem concerning the average behaviour of greedy algorithms. The validity of this theorem ...
The properties of differential-algebraic equations representing optimal control problems
This paper outlines a procedure for transforming a general optimal control problem to a system of Differential-Algebraic Equations (DAEs). The Kuhn-Tucker conditions consist of differential equations, complementarity ...
Integrated chance constraints
reduced forms and an algorithm
We consider integrated chance constraints (ICC), which provide quantitative alternatives for traditional chance constraints. We derive explicit polyhedral descriptions for the convex feasible sets induced by ICCs, for the ...
Decomposition of Multistage Stochastic Programs with Recombining Scenraio Trees
This paper presents a decomposition approach for linear multistage stochastic programs, that is based on the concept of recombining scenario trees. The latter, widely applied in Mathematical Finance, may prevent the node ...
Finite capacity production planning with random demand and limited information
Production planning has a fundamental role in any manufacturing operation. The problem is to decide what type of, and how much, product should be produced in future time periods. The decisions should be based on many ...