✦ LIBER ✦

Worst-case distribution analysis of stochastic programs

✍ Scribed by Alexander Shapiro

Publisher: Springer-Verlag
Year: 2005
Tongue: English
Weight: 140 KB
Volume: 107
Category: Article
ISSN: 0025-5610
DOI: 10.1007/s10107-005-0680-6

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Worst case analysis of resistive network

Worst case analysis of resistive networks using linear programming approach

✍ Mona Elwakkad Zaghloul 📂 Article 📅 1983 🏛 Elsevier Science 🌐 English ⚖ 682 KB

It is shown thatfor DC networks in which certain components are allowed to vary, the worst case DC problem can be solved by solving a linear programming problem. The constraints used in the linear programming problem are determinedfrom the elements tolerance regions. This enables us to obtain the wo

Distribution functions in stochastic pro

Distribution functions in stochastic programs with recourse: A parametric analysis

✍ Stanley J. Garstka 📂 Article 📅 1974 🏛 Springer-Verlag 🌐 English ⚖ 578 KB

Worst-Case Violation of Sampled Convex P

Worst-Case Violation of Sampled Convex Programs for Optimization with Uncertainty

✍ Takafumi Kanamori; Akiko Takeda 📂 Article 📅 2011 🏛 Springer 🌐 English ⚖ 892 KB

Worst-case analysis of a scheduling algo

Worst-case analysis of a scheduling algorithm

✍ Jeremy Spinrad 📂 Article 📅 1985 🏛 Elsevier Science 🌐 English ⚖ 150 KB

A stochastic programming model using an

A stochastic programming model using an endogenously determined worst case risk measure for dynamic asset allocation

✍ Yonggan Zhao; William T. Ziemba 📂 Article 📅 2001 🏛 Springer-Verlag 🌐 English ⚖ 117 KB

Worst-case analysis of two travelling sa

Worst-case analysis of two travelling salesman heuristics

✍ Hoon Liong Ong; J.B. Moore 📂 Article 📅 1984 🏛 Elsevier Science 🌐 English ⚖ 463 KB