A new and universal penalty method is introduced in this contribution. It is especially intended to be applied in stochastic metaheuristics like genetic algorithms, particle swarm...
Abstract. Probabilistic finite automata (PFA) model stochastic languages, i.e. probability distributions over strings. Inferring PFA from stochastic data is an open field of rese...
We study the problem of load balancing the traffic from a set of unicast and multicast sessions. The problem is formulated as an optimization problem. However, we assume that the g...
Continuous-variable simulation optimization problems are those optimization problems where the objective function is computed through stochastic simulation and the decision variab...
Multistage stochastic programs have applications in many areas and support policy makers in finding rational decisions that hedge against unforeseen negative events. In order to en...