451 search results - page 15 / 91 » Approximation algorithms for stochastic orienteering |
ICASSP
2011
IEEE
14 years 1 months ago
2011
IEEE
We have studied two efficient sampling methods, Langevin and Hessian adapted Metropolis Hastings (MH), applied to a parameter estimation problem of the mathematical model (Lorent...
FOCS
2005
IEEE
15 years 3 months ago
2005
IEEE
Robust optimization has traditionally focused on uncertainty in data and costs in optimization problems to formulate models whose solutions will be optimal in the worstcase among ...
ANSS
2005
IEEE
15 years 3 months ago
2005
IEEE
The analysis of discrete stochastic models such as generally distributed stochastic Petri nets can be done using state space-based methods. The behavior of the model is described ...
CPAIOR
2008
Springer
14 years 11 months ago
2008
Springer
The one-step anticipatory algorithm (1s-AA) is an online algorithm making decisions under uncertainty by ignoring future non-anticipativity constraints. It makes near-optimal decis...
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Voted
CORR
2012
Springer
13 years 5 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 ...