221 search results - page 4 / 45 » A Linear Decision-Based Approximation Approach to Stochastic... |
AAAI
2006
13 years 7 months ago
2006
We introduce point-based dynamic programming (DP) for decentralized partially observable Markov decision processes (DEC-POMDPs), a new discrete DP algorithm for planning strategie...
ICML
2010
IEEE
13 years 6 months ago
2010
IEEE
Many structured prediction tasks involve complex models where inference is computationally intractable, but where it can be well approximated using a linear programming relaxation...
IOR
2011
13 years 22 days ago
2011
We formulate a risk-averse two-stage stochastic linear programming problem in which unresolved uncertainty remains after the second stage. The objective function is formulated as ...
CSCLP
2005
Springer
13 years 11 months ago
2005
Springer
Abstract. We adopt Benders’ decomposition algorithm to solve scenariobased Stochastic Constraint Programs (SCPs) with linear recourse. Rather than attempting to solve SCPs via a ...
CCE
2010
13 years 3 months ago
2010
In this work we address the problem of solving multiscenario optimization models that are deterministic equivalents of two-stage stochastic programs. We present a heuristic approx...