We study the stochastic model for bioremediation in a bioreactor with ideal mixing. The dynamics of the examined system is described by stochastic differential equations. We consid...
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...
This paper considers online stochastic optimization problems where time constraints severely limit the number of offline optimizations which can be performed at decision time and/...
We consider regularized stochastic learning and online optimization problems, where the objective function is the sum of two convex terms: one is the loss function of the learning...
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...