Stability in stochastic programming -- The case of unknown location parameter
Stability in stochastic programming with recourse
Stability in the stochastic programming
Stability of a variational inequality with respect to domain perturbations.
Stability of convergent continuous descent methods.
Stability of lagrangian duality for nonconvex quadratic programming. Solution methods and applications in computer vision
Stability of scheduling with random processing times on one machine
We consider a strong NP-hard single-machine scheduling problem with deadlines and minimizing the total weight of late jobs on a single machine (). Processing times are deterministic values or random variables having Erlang distributions. For this problem we study the tolerance to random parameter changes for solutions constructed according to tabu search metaheuristics. We also present a measure (called stability) that allows an evaluation of the algorithm based on its resistance to random parameter...
Stability of stochastic optimization problems - nonmeasurable case
This paper deals with stability of stochastic optimization problems in a general setting. Objective function is defined on a metric space and depends on a probability measure which is unknown, but, estimated from empirical observations. We try to derive stability results without precise knowledge of problem structure and without measurability assumption. Moreover, -optimal solutions are considered. The setup is illustrated on consistency of a --estimator in linear regression model.
Stability of Supporting and Exposing Elements of Convex Sets in Banach Spaces
* This work was supported by the CNR while the author was visiting the University of Milan.To a convex set in a Banach space we associate a convex function (the separating function), whose subdifferential provides useful information on the nature of the supporting and exposed points of the convex set. These points are shown to be also connected to the solutions of a minimization problem involving the separating function. We investigate some relevant properties of this function and of its conjugate...
Staging in Balas' algorithm
State space approach to discrete linear control
Stationary optimal policies in a class of multichain positive dynamic programs with finite state space and risk-sensitive criterion
This work concerns Markov decision processes with finite state space and compact action sets. The decision maker is supposed to have a constant-risk sensitivity coefficient, and a control policy is graded via the risk-sensitive expected total-reward criterion associated with nonnegative one-step rewards. Assuming that the optimal value function is finite, under mild continuity and compactness restrictions the following result is established: If the number of ergodic classes when a stationary policy...
Stationary optimal process in discounted dynamic programming
Stick-slip transition capturing by using an adaptive finite element method
The numerical modeling of the fully developed Poiseuille flow of a newtonian fluid in a square section with slip yield boundary condition at the wall is presented. The stick regions in outer corners and the slip region in the center of the pipe faces are exhibited. Numerical computations cover the complete range of the dimensionless number describing the slip yield effect, from a full slip to a full stick flow regime. The resolution of variational inequalities describing the flow is based on the...
Stick-slip transition capturing by using an adaptive finite element method
The numerical modeling of the fully developed Poiseuille flow of a Newtonian fluid in a square section with slip yield boundary condition at the wall is presented. The stick regions in outer corners and the slip region in the center of the pipe faces are exhibited. Numerical computations cover the complete range of the dimensionless number describing the slip yield effect, from a full slip to a full stick flow regime. The resolution of variational inequalities describing the flow is based on the...
Stochastic algorithms for buffer allocation in reliable production lines.
Stochastic bottleneck transportation problem with flexible supply and demand quantity
We consider the following bottleneck transportation problem with both random and fuzzy factors. There exist supply points with flexible supply quantity and demand points with flexible demand quantity. For each supply-demand point pair, the transportation time is an independent positive random variable according to a normal distribution. Satisfaction degrees about the supply and demand quantity are attached to each supply and each demand point, respectively. They are denoted by membership functions...
Stochastic dynamic programming applied to hydrothermal power systems operation planning based on the convex hull algorithm.
Stochastic dynamic programming with random disturbances
Several peculiarities of stochastic dynamic programming problems where random vectors are observed before the decision ismade at each stage are discussed in the first part of this paper. Surrogate problems are given for such problems with distance properties (for instance, transportation problems) in the second part.
Stochastic geometric programming with an application
In applications of geometric programming, some coefficients and/or exponents may not be precisely known. Stochastic geometric programming can be used to deal with such situations. In this paper, we shall indicate which stochastic programming approaches and which structural and distributional assumptions do not destroy the favorable structure of geometric programs. The already recognized possibilities are extended for a tracking model and stochastic sensitivity analysis is presented in the context...