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MP
2006
100views more  MP 2006»
15 years 6 months ago
A branch-and-cut algorithm for the stochastic uncapacitated lot-sizing problem
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, ...
IJCV
2006
164views more  IJCV 2006»
15 years 6 months ago
Stochastic Motion and the Level Set Method in Computer Vision: Stochastic Active Contours
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...
Olivier Juan, Renaud Keriven, Gheorghe Postelnicu
SAGA
2009
Springer
16 years 25 days ago
Scenario Reduction Techniques in Stochastic Programming
Stochastic programming problems appear as mathematical models for optimization problems under stochastic uncertainty. Most computational approaches for solving such models are base...
Werner Römisch
CDC
2010
IEEE
117views Control Systems» more  CDC 2010»
15 years 1 months ago
A symmetric structure of variational and adjoint systems of stochastic Hamiltonian systems
Abstract-- The authors have extended deterministic portHamiltonian systems into stochastic dynamical systems which are described by stochastic differential equations written in the...
Satoshi Satoh, Kenji Fujimoto
AAAI
2007
15 years 8 months ago
An Ironing-Based Approach to Adaptive Online Mechanism Design in Single-Valued Domains
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...
David C. Parkes, Quang Duong