Abstract Joanna K Barstow explores spectroscopic observations of transiting exoplanets, modelling their atmospheric clouds, and the forthcoming era hot exoplanet research with James Webb Space Telescope

We consider quadratic stochastic programs with random recourse — a class of problems which is perceived to be computationally demanding. Instead of using mainstream scenario tree-based techniques, we reduce computational complexity by restricting the space of recourse decisions to those linear and quadratic in the observations, thereby obtaining an upper bound on the original problem. To estima...

In this paper, we introduce a class of stochastic programming problem with fixed charge recourse in which a fixed cost is imposed if the value of the continuous recourse variable is strictly positive. The algorithm of a branch-and-cut method to solve the problem is developed by using the property of the expected recourse function. Then, the problem is applied to a power generating system. The n...

Existing complexity results in stochastic linear programming using the Turing model depend only on problem dimensionality. We apply techniques from the information-based complexity literature to show that the smoothness of the recourse function is just as important. We derive approximation error bounds for the recourse function of two-stage stochastic linear programs and show that their worst c...