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JMLR
2006
87views more  JMLR 2006»
14 years 11 months ago
Second Order Cone Programming Approaches for Handling Missing and Uncertain Data
We propose a novel second order cone programming formulation for designing robust classifiers which can handle uncertainty in observations. Similar formulations are also derived f...
Pannagadatta K. Shivaswamy, Chiranjib Bhattacharyy...
CCE
2006
14 years 11 months ago
An efficient algorithm for large scale stochastic nonlinear programming problems
The class of stochastic nonlinear programming (SNLP) problems is important in optimization due to the presence of nonlinearity and uncertainty in many applications, including thos...
Y. Shastri, Urmila M. Diwekar
MOR
2007
149views more  MOR 2007»
14 years 11 months ago
LP Rounding Approximation Algorithms for Stochastic Network Design
Real-world networks often need to be designed under uncertainty, with only partial information and predictions of demand available at the outset of the design process. The field ...
Anupam Gupta, R. Ravi, Amitabh Sinha
CDC
2008
IEEE
137views Control Systems» more  CDC 2008»
15 years 6 months ago
An approximate dynamic programming approach to probabilistic reachability for stochastic hybrid systems
— This paper addresses the computational overhead involved in probabilistic reachability computations for a general class of controlled stochastic hybrid systems. An approximate ...
Alessandro Abate, Maria Prandini, John Lygeros, Sh...
INFORMATICALT
2010
103views more  INFORMATICALT 2010»
14 years 6 months ago
Multistage K-Means Clustering for Scenario Tree Construction
Abstract. In stochastic programming and decision analysis, an important issue consists in the approximate representation of the multidimensional stochastic underlying process in th...
Kristina Sutiene, Dalius Makackas, Henrikas Pranev...