The multi-armed bandit is a concise model for the problem of iterated decision-making under uncertainty. In each round, a gambler must pull one of K arms of a slot machine, withou...
This paper addresses a multi-stage stochastic integer programming formulation of the uncapacitated lot-sizing problem under uncertainty. We show that the classical ( , S) inequalit...
Yongpei Guan, Shabbir Ahmed, George L. Nemhauser, ...
In this paper we provide a general classification of mathematical optimization problems, followed by a matrix of applications that shows the areas in which these problems have bee...
This paper describes a novel approach to surface tracking in volumetric image stacks. It draws on a statistical model of the uncertainties inherent in the characterisation of feat...
We consider the problem of constructing mean{risk models which are consistent with the second degree stochastic dominance relation. By exploiting duality relations of convex analys...