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ANOR
2007
165views more  ANOR 2007»
15 years 6 months ago
Financial scenario generation for stochastic multi-stage decision processes as facility location problems
The quality of multi-stage stochastic optimization models as they appear in asset liability management, energy planning, transportation, supply chain management, and other applicat...
Ronald Hochreiter, Georg Ch. Pflug
ANOR
2006
133views more  ANOR 2006»
15 years 6 months ago
Horizon and stages in applications of stochastic programming in finance
To solve a decision problem under uncertainty via stochastic programming means to choose or to build a suitable stochastic programming model taking into account the nature of the r...
Marida Bertocchi, Vittorio Moriggia, Jitka Dupacov...
JMLR
2006
120views more  JMLR 2006»
15 years 6 months ago
Kernel-Based Learning of Hierarchical Multilabel Classification Models
We present a kernel-based algorithm for hierarchical text classification where the documents are allowed to belong to more than one category at a time. The classification model is...
Juho Rousu, Craig Saunders, Sándor Szedm&aa...
FSTTCS
2010
Springer
15 years 4 months ago
Combinatorial Problems with Discounted Price Functions in Multi-agent Systems
ABSTRACT. Motivated by economic thought, a recent research agenda has suggested the algorithmic study of combinatorial optimization problems under functions which satisfy the prope...
Gagan Goel, Pushkar Tripathi, Lei Wang
CP
2011
Springer
14 years 6 months ago
Pruning Rules for Constrained Optimisation for Conditional Preferences
A depth-first search algorithm can be used to find optimal solutions of a Constraint Satisfaction Problem (CSP) with respect to a set of conditional preferences statements (e.g.,...
Nic Wilson, Walid Trabelsi