This paper addresses a multi-stage stochastic integer programming formulation of the uncapacitated lot-sizing problem under uncertainty. We show that the classical ( , S) inequalit...
Yongpei Guan, Shabbir Ahmed, George L. Nemhauser, ...
Based on recent work on Stochastic Partial Differential Equations (SPDEs), this paper presents a simple and well-founded method to implement the stochastic evolution of a curve. F...
Stochastic programming problems appear as mathematical models for optimization problems under stochastic uncertainty. Most computational approaches for solving such models are base...
Abstract-- The authors have extended deterministic portHamiltonian systems into stochastic dynamical systems which are described by stochastic differential equations written in the...
Online mechanism design considers the problem of sequential decision making in a multi-agent system with self-interested agents. The agent population is dynamic and each agent has...