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ICML
2006
IEEE
14 years 8 months ago
Fast direct policy evaluation using multiscale analysis of Markov diffusion processes
Policy evaluation is a critical step in the approximate solution of large Markov decision processes (MDPs), typically requiring O(|S|3 ) to directly solve the Bellman system of |S...
Mauro Maggioni, Sridhar Mahadevan
ANOR
2010
112views more  ANOR 2010»
13 years 6 months ago
Online stochastic optimization under time constraints
This paper considers online stochastic optimization problems where uncertainties are characterized by a distribution that can be sampled and where time constraints severely limit t...
Pascal Van Hentenryck, Russell Bent, Eli Upfal
AUTOMATICA
2006
152views more  AUTOMATICA 2006»
13 years 7 months ago
Simulation-based optimization of process control policies for inventory management in supply chains
A simulation-based optimization framework involving simultaneous perturbation stochastic approximation (SPSA) is presented as a means for optimally specifying parameters of intern...
Jay D. Schwartz, Wenlin Wang, Daniel E. Rivera
ICIP
2008
IEEE
14 years 9 months ago
Sparse orthonormal transforms for image compression
We propose a block-based transform optimization and associated image compression technique that exploits regularity along directional image singularities. Unlike established work,...
Osman Gokhan Sezer, Oztan Harmanci, Onur G. Gulery...
SODA
2010
ACM
164views Algorithms» more  SODA 2010»
14 years 5 months ago
Differentially Private Approximation Algorithms
Consider the following problem: given a metric space, some of whose points are "clients," select a set of at most k facility locations to minimize the average distance f...
Anupam Gupta, Katrina Ligett, Frank McSherry, Aaro...