Concordia University
ENCS6161 Probability and Stochastic Processes
Instructor: Dr. D. Qiu
Midterm Exam
Winter 2006
1) a) A random experiment has sample space S=cfw_a,b,c. Suppose that P[cfw_a,c]=3/8 and
P[cfw_b,c]=7/8. Find the probabilities of the elemen
Concordia University
ENCS6161 Probability and Stochastic Processes
Instructor: Dr. D. Qiu
Final Exam
Winter 2006
1) Show that the Q-function for the Gaussian random variable satisfies (5 marks)
Q( x) = 1 Q( x)
2) Let X 1 be uniformly distributed in the in
1
Stochastic Optimization (INDU 691X)-Two-stage stochastic programming (L-Shaped Algorithm)
Definitions:
K1 x
n
: Ax b
K 2 x Q( x)
So our problem is
Min cT x Q( x) : x K1 K 2
o The set of all feasible points for a given realization :
K2 ( ) x Q( x, )