Stochastic axion scenario

Scenario-based Stochastic Constraint Programming

To model combinatorial decision problems involving uncertainty and probability, we extend the stochastic constraint programming framework proposed in [Walsh, 2002] along a number of important dimensions (e.g. to multiple chance constraints and to a range of new objectives). We also provide a new (but equivalent) semantics based on scenarios. Using this semantics, we can compile stochastic const...

Scenario reduction in stochastic programming

Given a convex stochastic programming problem with a discrete initial probability distribution, the problem of optimal scenario reduction is stated as follows: Determine a scenario subset of prescribed cardinality and a probability measure based on this set that is the closest to the initial distribution in terms of a natural (or canonical) probability metric. Arguments from stability analysis ...

Stochastic Scenario for ENSO Irregularity

Scenario generation in stochastic programming

Stability-based methods for scenario generation in stochastic programming are reviewed. In particular, we briefly discuss Monte Carlo sampling, Quasi-Monte Carlo methods, quadrature rules based on sparse grids and optimal quantization. In addition, we provide some convergence results based on recent developments in multivariate integration. The method of optimal scenario reduction and technique...

QCD Axion and Quintessential Axion

The axion solution of the strong CP problem is reviewed together with the other strong CP solutions. We also point out the quintessential axion(quintaxion) whose potential can be extremely flat due to the tiny ratio of the hidden sector quark mass and the intermediate hidden sector scale. The quintaxion candidates are supposed to be the string theory axions, the model independent or the model d...