Buscar
Itens para a visualização no momento 1-4 of 4
Constant Depth Decision Rules for Multistage Stochastic Convex Programs
(2020-05)
In this paper, we introduce a new class of decision rules called Constant Depth Decision Rules (CDDRs) for Multistage Stochastic Convex Programs (MSCP) depending on a parame- ter Mi called the depth of the decision rules. ...
Robust production management
(2016)
The problem of production management can often be cast in the form of a linear program with uncertain parameters and risk constraints. Typically, such problems are treated in the framework of multi-stage Stochastic ...
Nonparametric multivariate breakpoint detection for the means, variances, and covariances of a discrete time stochastic process
(Taylor & Francis Ltd, 2012)
We introduce a nonparametric breakpoint detection method for the means and covariances of a multivariate discrete time stochastic process. Breakpoints are defined as left or right endpoints of maximal intervals of local ...
