This paper deals with a stochastic Generalized Assignment Problem with recourse. Only a random subset of the given set of jobs will require to be actually processed. An assignment...
Maria Albareda-Sambola, Maarten H. van der Vlerk, ...
— We consider a discrete-time dynamical system with Boolean and continuous states, with the continuous state propagating linearly in the continuous and Boolean state variables, a...
Argyris Zymnis, Stephen P. Boyd, Dimitry M. Gorine...
We develop improved risk bounds for function estimation with models such as single hidden layer neural nets, using a penalized least squares criterion to select the size of the mod...
Abstract. Stochastic optimization is a leading approach to model optimization problems in which there is uncertainty in the input data, whether from measurement noise or an inabili...
In the general classification context the recourse to the so-called Bayes decision rule requires to estimate the class conditional probability density functions. In this paper we p...