377 search results - page 1 / 76 » Discrete stochastic optimization using linear interpolation |
WSC
2008
13 years 7 months ago
2008
We consider discrete stochastic optimization problems where the objective function can only be estimated by a simulation oracle; the oracle is defined only at the discrete points....
ICML
2000
IEEE
14 years 5 months ago
2000
IEEE
This paper presents a general method to derive tight rates of convergence for numerical approximations in optimal control when we consider variable resolution grids. We study the ...
HYBRID
2007
Springer
13 years 11 months ago
2007
Springer
Hybrid discrete-continuous models, such as Jump Markov Linear Systems, are convenient tools for representing many real-world systems; in the case of fault detection, discrete jumps...
WSC
2000
13 years 6 months ago
2000
Discrete-event simulation is widely used to analyse and improve the performance of manufacturing systems. The related optimization problem often includes integer design variables ...
STOC
2004
ACM
14 years 5 months ago
2004
ACM
We present a probabilistic analysis for a large class of combinatorial optimization problems containing, e.g., all binary optimization problems defined by linear constraints and a...