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Dynamic consistency for stochastic optimal control problems
Carpentier, Pierre; Chancelier, Jean-Philippe; Cohen, Guy; … - 2012
Persistent link: https://www.econbiz.de/10009688648
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Near optimal control of queuing networks over a finite time horizon
Nazarathy, Yoni; Weiss, Gideon - 2009
Persistent link: https://www.econbiz.de/10003866281
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Moment calculations for piecewise-defined functions : an application to stochastic optimization with coherent risk measures
Borgonovo, Emanuele; Peccati, Lorenzo - 2010
Persistent link: https://www.econbiz.de/10003964884
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Tenth International Conference on Stochastic Programming
Higle, Julia L. (contributor) - International Conference on Stochastic Programming <10, … - 2010
Persistent link: https://www.econbiz.de/10003983861
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Stochastic programming and the option of doing it differently
Wallace, Stein W. - 2010
Persistent link: https://www.econbiz.de/10003983863
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Extreme events, discounting and stochastic optimization
Ermolʹev, Jurij M.; Ermol'eva, Tatiana Y.; Fischer, … - 2010
Persistent link: https://www.econbiz.de/10003983872
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Re-solving stochastic programming models for airline revenue management
Chen, Lijian; Homen-de-Mello, Tito - 2010
Persistent link: https://www.econbiz.de/10003983925
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Online stochastic optimization under time constraints
Van Hentenryck, Pascal; Bent, Russell; Upfal, Eli - 2010
Persistent link: https://www.econbiz.de/10003983933
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On the cutting stock problem under stochastic demand
Alem, Douglas José; Munari, Pedro Augusto; Arenales, … - 2010
Persistent link: https://www.econbiz.de/10008655130
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Asymptotical optimality of WSEPT for stochastic online scheduling on uniform machines
Gu, Manzhan; Lu, Xiwen - 2011
Persistent link: https://www.econbiz.de/10009487136