Sciweavers

AAAI
2012
11 years 6 months ago
Lagrangian Relaxation Techniques for Scalable Spatial Conservation Planning
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 ...
Akshat Kumar, XiaoJian Wu, Shlomo Zilberstein
AAAI
2011
12 years 4 months ago
Linear Dynamic Programs for Resource Management
Sustainable resource management in many domains presents large continuous stochastic optimization problems, which can often be modeled as Markov decision processes (MDPs). To solv...
Marek Petrik, Shlomo Zilberstein
ICASSP
2011
IEEE
12 years 8 months ago
Stochastic optimization based on the Laplace transform order with applications to precoder designs
Stochastic optimization arising from precoding in a multi-antenna fading channel with channel mean feedback to maximize data rates is important but challenging. The use of relayin...
Minhua Ding, Keith Q. T. Zhang
AOR
2010
13 years 1 months ago
Speeding up Stochastic Dynamic Programming with Zero-Delay Convolution
We show how a technique from signal processing known as zero-delay convolution can be used to develop more efficient dynamic programming algorithms for a broad class of stochastic...
Brian C. Dean
ANOR
2010
112views more  ANOR 2010»
13 years 2 months ago
Online stochastic optimization under time constraints
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...
Pascal Van Hentenryck, Russell Bent, Eli Upfal
MOR
2007
149views more  MOR 2007»
13 years 3 months ago
LP Rounding Approximation Algorithms for Stochastic Network Design
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 ...
Anupam Gupta, R. Ravi, Amitabh Sinha
DAGSTUHL
2007
13 years 5 months ago
Sampling-based Approximation Algorithms for Multi-stage Stochastic Optimization
Stochastic optimization problems provide a means to model uncertainty in the input data where the uncertainty is modeled by a probability distribution over the possible realizatio...
Chaitanya Swamy, David B. Shmoys
WSC
2008
13 years 6 months ago
Discrete stochastic optimization using linear interpolation
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....
Honggang Wang, Bruce W. Schmeiser
FOCS
2004
IEEE
13 years 8 months ago
Stochastic Optimization is (Almost) as easy as Deterministic Optimization
Stochastic optimization problems attempt to model uncertainty in the data by assuming that (part of) the input is specified in terms of a probability distribution. We consider the...
David B. Shmoys, Chaitanya Swamy
ISCIS
2003
Springer
13 years 9 months ago
A New Continuous Action-Set Learning Automaton for Function Optimization
In this paper, we study an adaptive random search method based on continuous action-set learning automaton for solving stochastic optimization problems in which only the noisecorr...
Hamid Beigy, Mohammad Reza Meybodi