We propose a sample average approximation (SAA) method for stochastic programming problems involving an expected value constraint. Such problems arise, for example, in portfolio s...
In the past, Markov Decision Processes (MDPs) have become a standard for solving problems of sequential decision under uncertainty. The usual request in this framework is the compu...
Abstract. Learning ranking functions is crucial for solving many problems, ranging from document retrieval to building recommendation systems based on an individual user’s prefer...
In this paper, we consider the problem of detecting an intruding packet in a communication network. Detection is accomplished by sampling a portion of the packets transiting selec...
Sampling error due to jitter, or noise in the sample times, affects the precision of analog-to-digital converters in a significant, nonlinear fashion. In this paper, a polynomial...