10 search results - page 2 / 2 » Sample average approximation of expected value constrained s... |
MP
2002
13 years 5 months ago
2002
In this paper we consider stochastic programming problems where the objective function is given as an expected value of a convex piecewise linear random function. With an optimal s...
MP
2006
13 years 5 months ago
2006
Monte Carlo methods have been used extensively in the area of stochastic programming. As with other methods that involve a level of uncertainty, theoretical properties are required...
NIPS
2001
13 years 6 months ago
2001
Policy gradient methods for reinforcement learning avoid some of the undesirable properties of the value function approaches, such as policy degradation (Baxter and Bartlett, 2001...
UAI
2004
13 years 6 months ago
2004
This paper describes a study of agent bidding strategies, assuming combinatorial valuations for complementary and substitutable goods, in three auction environments: sequential au...
AAAI
2012
11 years 7 months ago
2012
We address the problem of spatial conservation planning in which the goal is to maximize the expected spread of cascades of an endangered species by strategically purchasing land ...