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IPCO
2004
144views Optimization» more  IPCO 2004»
13 years 5 months ago
Hedging Uncertainty: Approximation Algorithms for Stochastic Optimization Problems
Abstract. We study two-stage, finite-scenario stochastic versions of several combinatorial optimization problems, and provide nearly tight approximation algorithms for them. Our pr...
R. Ravi, Amitabh Sinha
FSTTCS
2006
Springer
13 years 8 months ago
Approximation Algorithms for 2-Stage Stochastic Optimization Problems
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...
Chaitanya Swamy, David B. Shmoys
HICSS
2006
IEEE
117views Biometrics» more  HICSS 2006»
13 years 10 months ago
Planning for a Big Bang in a Supply Chain: Fast Hedging for Production Indicators
— We concern ourselves with the process of making optimized production planning decisions in the face of low frequency, high impact uncertainty, which takes the form of a small n...
David L. Woodruff, Stefan Voß
DAGSTUHL
2007
13 years 5 months ago
Sampling-based Approximation Algorithms for Multi-stage Stochastic Optimization
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
FOCS
2005
IEEE
13 years 10 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