We introduce and analyze a natural algorithm for multi-venue exploration from censored data, which is motivated by the Dark Pool Problem of modern quantitative finance. We prove t...
Kuzman Ganchev, Yuriy Nevmyvaka, Michael Kearns, J...
Anytime algorithms offer a tradeoff between solution quality and computation time that has proved useful in applying artificial intelligence techniques to time-critical problems. ...
In this paper, we present a comparative study of different stochastic components of genetic algorithms for simulationbased optimisation of the buffer allocation problem. We explor...
We consider the problem of assigning prices to goods of fixed marginal cost in order to maximize revenue in the presence of single-minded customers. We focus in particular on the...
We present methods to answer two basic questions that arise when benchmarking optimization algorithms. The first one is: which algorithm is the `best' one? and the second one:...