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IPCO
2008
114views Optimization» more  IPCO 2008»
13 years 8 months ago
The Stochastic Machine Replenishment Problem
We study the stochastic machine replenishment problem, which is a canonical special case of closed multiclass queuing systems in Markov decision theory. The problem models the sche...
Kamesh Munagala, Peng Shi
SIAMCO
2000
71views more  SIAMCO 2000»
13 years 7 months ago
On a Perturbation Approach for the Analysis of Stochastic Tracking Algorithms
In this paper, a perturbation expansion technique is introduced to decompose the tracking error of a general adaptive tracking algorithm in a linear regression model. This method ...
Rafik Aguech, Eric Moulines, Pierre Priouret
NIPS
2007
13 years 8 months ago
A Constraint Generation Approach to Learning Stable Linear Dynamical Systems
Stability is a desirable characteristic for linear dynamical systems, but it is often ignored by algorithms that learn these systems from data. We propose a novel method for learn...
Sajid M. Siddiqi, Byron Boots, Geoffrey J. Gordon
IJCNN
2006
IEEE
14 years 1 months ago
Learning to Rank by Maximizing AUC with Linear Programming
— Area Under the ROC Curve (AUC) is often used to evaluate ranking performance in binary classification problems. Several researchers have approached AUC optimization by approxi...
Kaan Ataman, W. Nick Street, Yi Zhang
CPAIOR
2007
Springer
14 years 1 months ago
Replenishment Planning for Stochastic Inventory Systems with Shortage Cost
One of the most important policies adopted in inventory control is the (R,S) policy (also known as the “replenishment cycle” policy). Under the non-stationary demand assumption...
Roberto Rossi, Armagan Tarim, Brahim Hnich, Steven...