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» On Reachability Under Uncertainty
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CORR
2006
Springer
83views Education» more  CORR 2006»
14 years 12 months ago
How to Beat the Adaptive Multi-Armed Bandit
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...
Varsha Dani, Thomas P. Hayes
MP
2006
100views more  MP 2006»
14 years 11 months ago
A branch-and-cut algorithm for the stochastic uncapacitated lot-sizing problem
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, ...
CCE
2004
14 years 11 months ago
Retrospective on optimization
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...
Lorenz T. Biegler, Ignacio E. Grossmann
PRL
1998
98views more  PRL 1998»
14 years 11 months ago
Density propagation for surface tracking
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...
Nigel G. Sharp, Edwin R. Hancock
SIAMJO
2002
120views more  SIAMJO 2002»
14 years 11 months ago
Dual Stochastic Dominance and Related Mean-Risk Models
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...
Wlodzimierz Ogryczak, Andrzej Ruszczynski