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/...
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...
In this paper, we propose a stochastic model to describe how search service providers charge client companies based on users' queries for the keywords related to these compan...
We study a class of Markovian optimal stochastic control problems in which the controlled process Z is constrained to satisfy an a.s. constraint Z (T) G Rd+1 P - a.s. at some fi...