'Stochastic programming' presentation slideshows

Introduction

990 views • 95 slides

Stochastic programming

Stochastic programming. Street vendor problem. The farmer problem. Maximizing the Expected Profit (long-run profit, risk-neutral decisions ). Expected Value of Perfect Information (EVPI). Expected Value of Perfect Information (EVPI). Expected Value of Perfect Information (EVPI).

739 views • 62 slides

An Introduction to Stochastic Vehicle Routing

672 views • 49 slides

Stochastic Programming Tools And Components

Stochastic Programming Tools And Components. Gautam Mitra. Outline. Scope and objectives Decision making under uncertainty Stochastic processes and Scenario Generation Information systems architecture Computational systems architecture Application to ALM Conclusions.

712 views • 48 slides

Yahoo! Confidential

Solution of a stochastic model for allocation of on-line advertising inventory via separable convex optimization. Vijay Bharadwaj, Michael Saunders, John Tomlin Yahoo! Labs Stanford University Yahoo! Labs. Yahoo! Confidential.

453 views • 36 slides

Forward and Backward Deviation Measures and Robust Optimization

Forward and Backward Deviation Measures and Robust Optimization. Peng Sun (Duke) with Xin Chen (UIUC) and Melvyn Sim (NUS). Agenda. Overview of Robust Optimization Forward and Backward Deviation Measures Uncertainty Sets and Probability Bounds Conclusions. Uncertain linear constraints.

626 views • 35 slides

Scalable Stochastic Programming

Scalable Stochastic Programming. Cosmin G. Petra Mathematics and Computer Science Division Argonne National Laboratory petra@mcs.anl.gov Joint work with Mihai Anitescu , Miles Lubin and Victor Zavala. Motivation. Sources of uncertainty in complex energy systems Weather Consumer Demand

401 views • 30 slides

398 views • 26 slides

A Stochastic Programming Approach to Managing Email Overload

A Stochastic Programming Approach to Managing Email Overload. Email Overload. Inability to respond to all email Inability to respond to all email in a timely manner

395 views • 26 slides