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SODA
2010
ACM
208views Algorithms» more  SODA 2010»
16 years 9 days ago
Correlation Robust Stochastic Optimization
We consider a robust model proposed by Scarf, 1958, for stochastic optimization when only the marginal probabilities of (binary) random variables are given, and the correlation be...
Shipra Agrawal, Yichuan Ding, Amin Saberi, Yinyu Y...
WSC
2008
15 years 5 months ago
Discrete stochastic optimization using linear interpolation
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....
Honggang Wang, Bruce W. Schmeiser
141
Voted
CCE
2010
15 years 10 days ago
A simple heuristic for reducing the number of scenarios in two-stage stochastic programming
In this work we address the problem of solving multiscenario optimization models that are deterministic equivalents of two-stage stochastic programs. We present a heuristic approx...
Ramkumar Karuppiah, Mariano Martín, Ignacio...
ICONIP
2004
15 years 4 months ago
Modeling Gene Regulatory Network in Fission Yeast Cell Cycle Using Hybrid Petri Nets
The complexity of gene regulatory network models stems from the fact that the models should be able to represent continuous, discrete as well as stochastic aspects of gene regulati...
Ranjith Vasireddy, Somenath Biswas
114
Voted
ITA
2006
15 years 2 months ago
Probabilistic models for pattern statistics
In this work we study some probabilistic models for the random generation of words over a given alphabet used in the literature in connection with pattern statistics. Our goal is t...
Massimiliano Goldwurm, Roberto Radicioni