5 search results - page 1 / 1 » Retrospective Approximation Algorithms for the Multidimensio... |
WSC
2004
13 years 6 months ago
2004
The stochastic root-finding problem (SRFP) is that of solving a system of q equations in q unknowns using only an oracle that provides estimates of the function values. This paper...
IOR
2010
13 years 2 months ago
2010
Reliable risk measurement is a key problem for financial institutions and regulatory authorities. The current industry standard Value-at-Risk has several deficiencies. Improved ri...
WSC
2008
13 years 7 months ago
2008
We consider discrete stochastic optimization problems where the objective function can only be estimated by a simulation oracle; the oracle is defined only at the discrete points....
ANOR
2007
13 years 5 months ago
2007
The quality of multi-stage stochastic optimization models as they appear in asset liability management, energy planning, transportation, supply chain management, and other applicat...
EVOW
2010
Springer
13 years 3 months ago
2010
Springer
Background: Identifying approximately repeated patterns, or motifs, in DNA sequences from a set of co-regulated genes is an important step towards deciphering the complex gene reg...