A multi-stage stochastic integer programming approach for capacity expansion under uncertainty
- Shabbir Ahmed
- Alan J. King
- et al.
- 2003
- Journal of Global Optimization
Publications
3541 results for Mathematical Sciences
Portfolio value-at-risk with heavy-tailed risk factors
- Paul Glasserman
- Philip Heidelberger
- et al.
- 2003
- Mathematical Finance
Heteroscedastic factor analysis
- Sock-Cheng Lewin-Koh
- Yasuo Amemiya
- 2003
- Biometrika
Modeling vector nonlinear time series using POLYMARS
- Jan G. De Gooijer
- Bonnie K. Ray
- 2003
- CSDA
Constructing the Suffix Tree of a Tree with a Large Alphabet
- Tetsuo Shibuya
- 2003
- IEICE Transactions on Fundamentals of Electronics, Communications and Computer Sciences
I-binomial scrambling of digital nets and sequences
- Shu Tezuka
- Henri Faure
- 2003
- Journal of Complexity
On the difficulty of approximately maximizing agreements
- Shai Ben-David
- Nadav Eiron
- et al.
- 2003
- Journal of Computer and System Sciences
Optimal aggregation algorithms for middleware
- Ronald Fagin
- Amnon Lotem
- et al.
- 2003
- Journal of Computer and System Sciences
Estimation methods for delays in non-regenerative discrete-event systems
- Peter J. Haas
- 2003
- Stochastic Models
Convergence results of a local minimax method for finding multiple critical points
- Yongxin Li
- Jianxin Zhou
- 2003
- SIAM Journal on Scientific Computing