187 search results - page 9 / 38 » Hedging Uncertainty: Approximation Algorithms for Stochastic... |
WSC
2001
15 years 1 months ago
2001
We examine the theoretical and numerical global convergence properties of a certain "gradient free" stochastic approximation algorithm called the "simultaneous pertu...
ICALP
2005
Springer
15 years 5 months ago
2005
Springer
Abstract. This paper considers the Steiner tree problem in the model of twostage stochastic optimization with recourse. This model, the focus of much recent research [1–4], tries...
106
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UAI
2004
15 years 1 months ago
2004
This paper describes a study of agent bidding strategies, assuming combinatorial valuations for complementary and substitutable goods, in three auction environments: sequential au...
NIPS
1996
15 years 1 months ago
1996
Model learning combined with dynamic programming has been shown to be e ective for learning control of continuous state dynamic systems. The simplest method assumes the learned mod...
118
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SAGA
2007
Springer
15 years 5 months ago
2007
Springer
Abstract. Motivated by an application in project portfolio analysis under uncertainty, we develop an algorithm S-VNS for solving stochastic combinatorial optimization (SCO) problem...