The explicit solution of the filtering problem with exponential criteria for a general Gaussian signal is obtained through an approach which is based on a conditional Cameron-Mart...
This paper summarizes new analytical and empirical results for the economic approach to simulation selection problems that we introduced two years ago. The approach seeks to help ...
Abstract. Semidefinite relaxations are known to deliver good approximations for combinatorial optimization problems like graph bisection. Using the spectral bundle method it is pos...
In the multi-armed bandit problem, an online algorithm must choose from a set of strategies in a sequence of n trials so as to minimize the total cost of the chosen strategies. Wh...
Covering and packing integer programs model a large family of combinatorial optimization problems. The current-best approximation algorithms for these are an instance of the basic...