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SODA
2008
ACM
138views Algorithms» more  SODA 2008»
15 years 2 months ago
Fully polynomial time approximation schemes for stochastic dynamic programs
We develop a framework for obtaining Fully Polynomial Time Approximation Schemes (FPTASs) for stochastic univariate dynamic programs with either convex or monotone single-period c...
Nir Halman, Diego Klabjan, Chung-Lun Li, James B. ...
CDC
2010
IEEE
182views Control Systems» more  CDC 2010»
14 years 8 months ago
An approximate dual subgradient algorithm for multi-agent non-convex optimization
We consider a multi-agent optimization problem where agents aim to cooperatively minimize a sum of local objective functions subject to a global inequality constraint and a global ...
Minghui Zhu, Sonia Martínez
AUTOMATICA
2011
14 years 5 months ago
A hierarchy of LMI inner approximations of the set of stable polynomials
Exploiting spectral properties of symmetric banded Toeplitz matrices, we describe simple sufficient conditions for positivity of a trigonometric polynomial formulated as linear ma...
Mustapha Ait Rami, Didier Henrion
EMNLP
2010
14 years 11 months ago
Turbo Parsers: Dependency Parsing by Approximate Variational Inference
We present a unified view of two state-of-theart non-projective dependency parsers, both approximate: the loopy belief propagation parser of Smith and Eisner (2008) and the relaxe...
André F. T. Martins, Noah A. Smith, Eric P....
JCAM
2011
69views more  JCAM 2011»
14 years 4 months ago
Comonotonic approximations for a generalized provisioning problem with application to optimal portfolio selection
In this paper we discuss multiperiod portfolio selection problems related to a speci…c provisioning problem. Our results are an extension of Dhaene et al. (2005), where optimal ...
Koen Van Weert, Jan Dhaene, Marc J. Goovaerts