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CCE
2006
13 years 6 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
JPDC
2008
122views more  JPDC 2008»
13 years 6 months ago
Stochastic robustness metric and its use for static resource allocations
This research investigates the problem of robust static resource allocation for distributed computing systems operating under imposed Quality of Service (QoS) constraints. Often, ...
Vladimir Shestak, Jay Smith, Anthony A. Maciejewsk...
ALT
2006
Springer
14 years 3 months ago
Asymptotic Learnability of Reinforcement Problems with Arbitrary Dependence
We address the problem of reinforcement learning in which observations may exhibit an arbitrary form of stochastic dependence on past observations and actions. The task for an age...
Daniil Ryabko, Marcus Hutter
SIAMJO
2008
85views more  SIAMJO 2008»
13 years 6 months ago
Explicit Reformulations for Robust Optimization Problems with General Uncertainty Sets
We consider a rather general class of mathematical programming problems with data uncertainty, where the uncertainty set is represented by a system of convex inequalities. We prove...
Igor Averbakh, Yun-Bin Zhao
GRID
2004
Springer
14 years 2 days ago
A Stochastic Control Model for Deployment of Dynamic Grid Services
We introduce a formal model for deployment and hosting of a dynamic grid service wherein the service provider must pay a resource provider for the use of computational resources. ...
Darin England, Jon B. Weissman