bifurcate 发表于 2025-3-27 00:02:07

Towards Implementable Nonlinear Stochastic Programmingres the convergence with the linear rate and enables us to solve the stochastic optimization problem using a reasonable number of Monte-Carlo trials. The issues of implementation of the developed approach in optimal decision making, portfolio optimization, engineering are considered, too.

Synthesize 发表于 2025-3-27 02:54:09

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喷油井 发表于 2025-3-27 06:31:04

Facets of Robust Decisionsd risks surrounding on-going global changes. Unlike statistical robustness, general decision problems may have rather different facets of robustness. In particular, a key issue is the sensitivity of decisions with respect to low-probability catastrophic events. That is, robust decisions in the prese

王得到 发表于 2025-3-27 09:31:51

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Inculcate 发表于 2025-3-27 16:09:59

Structured Modeling for Coping with Uncertainty in Complex Problemshic risks. Rational treatment of uncertainty in many such situations requires new methods not only for the appropriate handling of endogenous uncertainties but also for modeling complex problems..The paper first outlines the key issues related to uncertainties and risks, including some pitfalls of u

生来 发表于 2025-3-27 21:11:01

Using Monte Carlo Simulation to Treat Physical Uncertainties in Structural Reliabilitybility in structural properties and loads. In this respect, methods based on the traditional Monte Carlo simulation method are employed to deal with probabilistically modeled uncertainties. Hence, suitable variance reduction techniques and efficient computational procedures are presented, in order t

B-cell 发表于 2025-3-27 23:27:39

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亲属 发表于 2025-3-28 04:45:17

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过多 发表于 2025-3-28 09:33:43

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Urea508 发表于 2025-3-28 11:38:43

General Equilibrium Models with Discrete Choices in a Spatial Continuumciency results and competitive equilibrium prices for general equilibrium models with discrete choices in spatial continuum. Along these lines, and combining results from stochastic optimization with principles established by Aumann and Hildenbrand for economies with continuum of traders the paper d
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查看完整版本: Titlebook: Coping with Uncertainty; Modeling and Policy Kurt Marti,Yuri Ermoliev,Georg Pflug Conference proceedings 2006 Springer-Verlag Berlin Heide