187 search results - page 3 / 38 » Hedging Uncertainty: Approximation Algorithms for Stochastic... |
CPAIOR
2008
Springer
13 years 7 months ago
2008
Springer
The one-step anticipatory algorithm (1s-AA) is an online algorithm making decisions under uncertainty by ignoring future non-anticipativity constraints. It makes near-optimal decis...
FOCS
2005
IEEE
13 years 11 months ago
2005
IEEE
Robust optimization has traditionally focused on uncertainty in data and costs in optimization problems to formulate models whose solutions will be optimal in the worstcase among ...
MP
2008
13 years 5 months ago
2008
Multistage stochastic programs have applications in many areas and support policy makers in finding rational decisions that hedge against unforeseen negative events. In order to en...
FOCS
2004
IEEE
13 years 9 months ago
2004
IEEE
Stochastic optimization problems attempt to model uncertainty in the data by assuming that (part of) the input is specified in terms of a probability distribution. We consider the...
ANOR
2010
13 years 3 months ago
2010
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...