33 search results - page 1 / 7 » Information Relaxations and Duality in Stochastic Dynamic Pr... |
IOR
2010
13 years 2 months ago
2010
MP
2006
13 years 4 months ago
2006
We address a class of problems where decisions have to be optimized over a time horizon given that the future is uncertain and that the optimization decisions influence the time o...
MANSCI
2007
13 years 4 months ago
2007
Companies such as Zara and World Co. have recently implemented novel product development processes and supply chain architectures enabling them to make more product design and ass...
CORR
2007
Springer
13 years 4 months ago
2007
Springer
Abstract— We develop a general framework for MAP estimation in discrete and Gaussian graphical models using Lagrangian relaxation techniques. The key idea is to reformulate an in...
MOR
2006
13 years 4 months ago
2006
We introduce an axiomatic definition of a conditional convex risk mapping and we derive its properties. In particular, we prove a representation theorem for conditional risk mappi...