This paper investigates the stability of optimal solution sets to stochastic programs with complete recourse, where the underlying probability measure is understood as a parameter varying in some space of probability measures.piro proved Lipschitz upper semicontinuity of the solution set mapping. Inspired by this result, we introduce a subgradient distance for probability distributions and esta...

Stochastic programming models are large-scale optimization problems that are used to facilitate decision-making under uncertainty. Optimization algorithms for such problems need to evaluate the expected future costs of current decisions, often referred to as the recourse function. In practice, this calculation is computationally difficult as it involves the evaluation of a multidimensional inte...

BACKGROUND Several previous studies conducted on cancer registry data and hospital discharge records (HDR) have found an association between hospital volume and the recourse to breast conserving surgery (BCS) for breast cancer. The aim of the current study is to depict concurrent time trends in the recourse to BCS and its association with hospital volume. METHODS Admissions of breast cancer p...

Vector autoregression model is ubiquitous in classical time series data analysis. With the rapid advance of social network sites, over latent graph becoming increasingly popular. In this paper, we develop a novel Bayesian grouped to simultaneously estimate group information (number groups and configurations) group-wise parameters. Specifically, graphically assisted Chinese restaurant process in...

We consider shortest path problems defined on graphs with random arc costs. We assume that information on arc cost values is accumulated as the graph is being traversed. The objective is to devise a policy that leads from an origin to a destination node with minimal expected cost. We provide dynamic programming algorithms, estimates for their complexity, negative complexity results, and analysi...

The human body is one of the most mysterious and fascinating works that nature has ever created. One of the most important requirements for its correct simulation is the animation of its virtual skeleton. It thus becomes useful to be able to ensure that the animations meet the biomechanical constraints of the human body, with minimal recourse to human assistance. We studied several existing tec...