Anticipatory algorithms for online stochastic optimization have been shown very effective in a variety of areas, including logistics, reservation systems, and scheduling. For such ...
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...
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....
The problem of optimal synthesis of an integrated water system is addressed in this work, where water using processes and water treatment operations are combined into a single net...
We consider the stochastic Steiner forest problem: suppose we were given a collection of Steiner forest instances, and were guaranteed that a random one of these instances would a...