Stochastic optimization problems provide a means to model uncertainty in the input data where the uncertainty is modeled by a probability distribution over the possible realizatio...
In this paper we study a Monte Carlo simulation based approach to stochastic discrete optimization problems. The basic idea of such methods is that a random sample is generated and...
Anton J. Kleywegt, Alexander Shapiro, Tito Homem-d...
Abstract. This paper focuses on Active Learning with a limited number of queries; in application domains such as Numerical Engineering, the size of the training set might be limite...
This paper considers online stochastic optimization problems where uncertainties are characterized by a distribution that can be sampled and where time constraints severely limit t...
An issue that is critical for the application of Markov decision processes MDPs to realistic problems is how the complexity of planning scales with the size of the MDP. In stochas...