Browsing by Keywords "Bounding"
Now showing items 1-2 of 2
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Bounds on risk-averse mixed-integer multi-stage stochastic programming problems with mean-CVaR
(Elsevier B.V., 2018)Risk-averse mixed-integer multi-stage stochastic programming forms a class of extremely challenging problems since the problem size grows exponentially with the number of stages, the problem is non-convex due to integrality ... -
Conditional steady-state bounds for a subset of states in Markov chains
(ACM, 2006-10)The problem of computing bounds on the conditional steady-state probability vector of a subset of states in finite, ergodic discrete-time Markov chains (DTMCs) is considered. An improved algorithm utilizing the strong ...
