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CMSB
2007
Springer
15 years 10 months ago
Efficient, Correct Simulation of Biological Processes in the Stochastic Pi-calculus
This paper presents a simulation algorithm for the stochastic -calculus, designed for the efficient simulation of biological systems with large numbers of molecules. The cost of a ...
Andrew Phillips, Luca Cardelli
CCE
2010
15 years 3 months ago
A simple heuristic for reducing the number of scenarios in two-stage stochastic programming
In this work we address the problem of solving multiscenario optimization models that are deterministic equivalents of two-stage stochastic programs. We present a heuristic approx...
Ramkumar Karuppiah, Mariano Martín, Ignacio...
IOR
2011
152views more  IOR 2011»
15 years 1 months ago
Risk-Averse Two-Stage Stochastic Linear Programming: Modeling and Decomposition
We formulate a risk-averse two-stage stochastic linear programming problem in which unresolved uncertainty remains after the second stage. The objective function is formulated as ...
Naomi Miller, Andrzej Ruszczynski
WSC
2007
15 years 8 months ago
Sequential sampling for solving stochastic programs
We develop a sequential sampling procedure for solving a class of stochastic programs. A sequence of feasible solutions, with at least one optimal limit point, is given as input t...
Güzin Bayraksan, David P. Morton
CORR
2012
Springer
214views Education» more  CORR 2012»
14 years 2 months ago
Stochastic Low-Rank Kernel Learning for Regression
We present a novel approach to learn a kernelbased regression function. It is based on the use of conical combinations of data-based parameterized kernels and on a new stochastic ...
Pierre Machart, Thomas Peel, Liva Ralaivola, Sandr...