Due to the increase in diversity of wireless devices, streaming media systems must be capable of serving multiple types of users. Scalable coding allows for adaptations without re...
Carri W. Chan, Nicholas Bambos, Susie Wee, John G....
Abstract. We define and study two versions of the bipartite matching problem in the framework of two-stage stochastic optimization with recourse. In one version the uncertainty is...
An optimal consumption problem is studied in a growth model for the Cobb-Douglas production function in a finite horizon. The problem is transfered into a stochastic Ramsey proble...
Methods for solving stochastic optimization problems by Monte-Carlo simulation are considered. The stoping and accuracy of the solutions is treated in a statistical manner, testing...
Stochastic dominance constraints allow a decision-maker to manage risk in an optimization setting by requiring their decision to yield a random outcome which stochastically domina...