168 search results - page 2 / 34 » Sampling-based Approximation Algorithms for Multi-stage Stoc... |
IPCO
2004
13 years 6 months ago
2004
Abstract. We study two-stage, finite-scenario stochastic versions of several combinatorial optimization problems, and provide nearly tight approximation algorithms for them. Our pr...
MOR
2007
13 years 4 months ago
2007
Real-world networks often need to be designed under uncertainty, with only partial information and predictions of demand available at the outset of the design process. The field ...
SODA
2012
ACM
11 years 7 months ago
2012
ACM
In the Stochastic Orienteering problem, we are given a metric, where each node also has a job located there with some deterministic reward and a random size. (Think of the jobs as...
CORR
2012
Springer
12 years 1 months ago
2012
Springer
Abstract— In this paper, we consider a class of continuoustime, continuous-space stochastic optimal control problems. Building upon recent advances in Markov chain approximation ...
APPROX
2010
Springer
13 years 6 months ago
2010
Springer
We consider optimization problems that can be formulated as minimizing the cost of a feasible solution wT x over an arbitrary combinatorial feasible set F {0, 1}n . For these pro...