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» Approximation algorithms for stochastic orienteering
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SODA
2012
ACM
229views Algorithms» more  SODA 2012»
11 years 7 months ago
Approximation algorithms for stochastic orienteering
In the Stochastic Orienteering problem, we are given a metric, where each node also has a job located there with some deterministic reward and a random size. (Think of the jobs as...
Anupam Gupta, Ravishankar Krishnaswamy, Viswanath ...
EOR
2006
104views more  EOR 2006»
13 years 4 months ago
A factor 1/2 approximation algorithm for two-stage stochastic matching problems
We introduce the two-stage stochastic maximum-weight matching problem and demonstrate that this problem is NP-complete. We give a factor 1 2 approximation algorithm and prove its ...
Nan Kong, Andrew J. Schaefer
AUTOMATICA
2008
107views more  AUTOMATICA 2008»
13 years 5 months ago
New algorithms of the Q-learning type
We propose two algorithms for Q-learning that use the two-timescale stochastic approximation methodology. The first of these updates Q-values of all feasible state
Shalabh Bhatnagar, K. Mohan Babu
ASC
2000
13 years 6 months ago
A New Object-Oriented Stochastic Modeling Language
A new language and inference algorithm for stochastic modeling is presented. This work refines and generalizes the stochastic functional language originally proposed by [1]. The l...
Daniel Pless, George F. Luger, Carl R. Stern
NIPS
2008
13 years 6 months ago
An interior-point stochastic approximation method and an L1-regularized delta rule
The stochastic approximation method is behind the solution to many important, actively-studied problems in machine learning. Despite its farreaching application, there is almost n...
Peter Carbonetto, Mark Schmidt, Nando de Freitas