81
Voted
WSC
2008
14 years 11 months ago
2008
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....
97
Voted
FOCS
2004
IEEE
15 years 16 days ago
2004
IEEE
Stochastic optimization problems attempt to model uncertainty in the data by assuming that (part of) the input is specified in terms of a probability distribution. We consider the...