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FOCS
2005
IEEE
13 years 11 months ago
Sampling-based Approximation Algorithms for Multi-stage Stochastic
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...
Chaitanya Swamy, David B. Shmoys
SIAMJO
2002
124views more  SIAMJO 2002»
13 years 5 months ago
The Sample Average Approximation Method for Stochastic Discrete Optimization
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...
PKDD
2009
Springer
184views Data Mining» more  PKDD 2009»
13 years 10 months ago
Boosting Active Learning to Optimality: A Tractable Monte-Carlo, Billiard-Based Algorithm
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...
Philippe Rolet, Michèle Sebag, Olivier Teyt...
ANOR
2010
112views more  ANOR 2010»
13 years 3 months ago
Online stochastic optimization under time constraints
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...
Pascal Van Hentenryck, Russell Bent, Eli Upfal
ML
2002
ACM
143views Machine Learning» more  ML 2002»
13 years 5 months ago
A Sparse Sampling Algorithm for Near-Optimal Planning in Large Markov Decision Processes
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...
Michael J. Kearns, Yishay Mansour, Andrew Y. Ng