Now showing items 1-10 of 3481
Risk-averse feasible policies for large-scale multistage stochastic linear programs
(Springer Heidelberg, 2013-04)
We consider risk-averse formulations of stochastic linear programs having a structure that is common in real-life applications. Specifically, the optimization problem corresponds to controlling over a certain horizon a ...
Minimizing total tardiness in a stochastic single machine scheduling problem using approximate dynamic programming
This paper addresses the non-preemptive single machine scheduling problem to minimize total tardiness. We are interested in the online version of this problem, where orders arrive at the system at random times. Jobs have ...
Indexed dynamic programming to boost edit distance and LCSS computation
(Springer Verlag, 2018)
There are efficient dynamic programming solutions to the computation of the Edit Distance from S ∈in [1..σ]n to T ∈in [1..σ]m, for many natural subsets of edit operations, typically in time within O(nm) in the worst-case ...
A MULTIOBJECTIVE APPROACH TO THE SHORT-TERM SCHEDULING OF A HYDROELECTRIC POWER-SYSTEM
(Ieee-inst Electrical Electronics Engineers IncNew York, 1995)
Pricing the option adjust spread of Brazilian Eurobonds
(Escola de Pós-Graduação em Economia da FGV, 1997-03-20)
This paper presents results of a pricing system to compute the option adjusted spread ('DAS') of Eurobonds issued by Brazilian firms. The system computes the 'DAS' over US treasury rates taktng imo account the embedded ...
Branch and bound algorithm for transmission network expansion planning using DC model
This paper presents an algorithm to solve the network transmission system expansion planning problem using the DC model which is a mixed non-linear integer programming problem. The major feature of this work is the use of ...
Effects on school enrollment and performance of a conditional transfers program in Mexico
(Escola de Pós-Graduação em Economia da FGV, 2004-01-29)
We study the effects of a conditional transfers program on school enrollment and performance in Mexico. We provide a theoretical framework for analyzing the dynamic educational decision and process inc1uding the endogeneity ...