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» Optimal Transportation Problem by Stochastic Optimal Control
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WWW
2008
ACM
15 years 10 months ago
Algorithm for stochastic multiple-choice knapsack problem and application to keywords bidding
We model budget-constrained keyword bidding in sponsored search auctions as a stochastic multiple-choice knapsack problem (S-MCKP) and design an algorithm to solve S-MCKP and the ...
Yunhong Zhou, Victor Naroditskiy
SIAMCO
2010
95views more  SIAMCO 2010»
14 years 8 months ago
Optimal Control for the Thermistor Problem
D. Hömberg, C. Meyer, J. Rehberg, W. Ring
WSC
1997
14 years 11 months ago
An Integrated Framework for Deterministic and Stochastic Optimization
In recent articles we presented a general methodology for finite optimization. The new method, the Nested Partitions (NP) method, combines partitioning, random sampling, a select...
Leyuan Shi, Sigurdur Ólafsson
GECCO
2005
Springer
127views Optimization» more  GECCO 2005»
15 years 3 months ago
The enhanced evolutionary tabu search and its application to the quadratic assignment problem
We describe the Enhanced Evolutionary Tabu Search (EE-TS) local search technique. The EE-TS metaheuristic technique combines Reactive Tabu Search with evolutionary computing eleme...
John F. McLoughlin III, Walter Cedeño
JAMDS
2000
90views more  JAMDS 2000»
14 years 9 months ago
Stratified filtered sampling in stochastic optimization
We develop a methodology for evaluating a decision strategy generated by a stochastic optimization model. The methodology is based on a pilot study in which we estimate the distri...
Robert Rush, John M. Mulvey, John E. Mitchell, Tho...