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» Approximation algorithms for stochastic orienteering
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FOCS
2007
IEEE
15 years 3 months ago
Approximation Algorithms for Partial-Information Based Stochastic Control with Markovian Rewards
We consider a variant of the classic multi-armed bandit problem (MAB), which we call FEEDBACK MAB, where the reward obtained by playing each of n independent arms varies according...
Sudipto Guha, Kamesh Munagala
STOC
2004
ACM
118views Algorithms» more  STOC 2004»
15 years 9 months ago
Boosted sampling: approximation algorithms for stochastic optimization
Several combinatorial optimization problems choose elements to minimize the total cost of constructing a feasible solution that satisfies requirements of clients. In the STEINER T...
Anupam Gupta, Martin Pál, R. Ravi, Amitabh ...
SIAMCO
2002
71views more  SIAMCO 2002»
14 years 9 months ago
Rate of Convergence for Constrained Stochastic Approximation Algorithms
There is a large literature on the rate of convergence problem for general unconstrained stochastic approximations. Typically, one centers the iterate n about the limit point then...
Robert Buche, Harold J. Kushner
MOC
2000
86views more  MOC 2000»
14 years 9 months ago
Numerical algorithms for semilinear parabolic equations with small parameter based on approximation of stochastic equations
The probabilistic approach is used for constructing special layer methods to solve the Cauchy problem for semilinear parabolic equations with small parameter. Despite their probabi...
G. N. Milstein, M. V. Tretyakov
ICIP
2003
IEEE
15 years 11 months ago
Algorithms for stochastic approximations of curvature flows
Curvature flows have been extensively considered from a deterministic point of view. They have been shown to be useful for a number of applications including crystal growth, flame...
Gozde B. Unal, Delphine Nain, G. Ben-Arous, Nahum ...