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ISIPTA
2003
IEEE
124views Mathematics» more  ISIPTA 2003»
15 years 5 months ago
Decision Making with Imprecise Second-Order Probabilities
In this paper we consider decision making under hierarchical imprecise uncertainty models and derive general algorithms to determine optimal actions. Numerical examples illustrate...
Lev V. Utkin
MP
2006
103views more  MP 2006»
14 years 11 months ago
Assessing solution quality in stochastic programs
Determining if a solution is optimal or near optimal is fundamental in optimization theory, algorithms, and computation. For instance, Karush-Kuhn-Tucker conditions provide necessa...
Güzin Bayraksan, David P. Morton
CDC
2009
IEEE
151views Control Systems» more  CDC 2009»
15 years 4 months ago
Shortest path optimization under limited information
— The problem of finding an optimal path in an uncertain graph arises in numerous applications, including network routing, path-planning for vehicles, and the control of finite...
Michael Rinehart, Munther A. Dahleh
CORR
2010
Springer
146views Education» more  CORR 2010»
14 years 12 months ago
Adaptive Submodularity: A New Approach to Active Learning and Stochastic Optimization
Solving stochastic optimization problems under partial observability, where one needs to adaptively make decisions with uncertain outcomes, is a fundamental but notoriously diffic...
Daniel Golovin, Andreas Krause
CCGRID
2008
IEEE
15 years 6 months ago
A Stochastic Programming Approach for QoS-Aware Service Composition
—We formulate the service composition problem as a multi-objective stochastic program which simultaneously optimizes the following quality of service (QoS) parameters: workflow ...
Wolfram Wiesemann, Ronald Hochreiter, Daniel Kuhn