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» A splitting method for stochastic programs
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SIAMCO
2011
12 years 10 months ago
Weak Dynamic Programming Principle for Viscosity Solutions
Abstract. We prove a weak version of the dynamic programming principle for standard stochastic control problems and mixed control-stopping problems, which avoids the technical diï¬...
Bruno Bouchard, Nizar Touzi
AAAI
2011
12 years 7 months ago
Linear Dynamic Programs for Resource Management
Sustainable resource management in many domains presents large continuous stochastic optimization problems, which can often be modeled as Markov decision processes (MDPs). To solv...
Marek Petrik, Shlomo Zilberstein
CASES
2008
ACM
13 years 9 months ago
Efficient vectorization of SIMD programs with non-aligned and irregular data access hardware
Automatic vectorization of programs for partitioned-ALU SIMD (Single Instruction Multiple Data) processors has been difficult because of not only data dependency issues but also n...
Hoseok Chang, Wonyong Sung
ICCD
2006
IEEE
171views Hardware» more  ICCD 2006»
14 years 4 months ago
Stochastic Dynamic Thermal Management: A Markovian Decision-based Approach
This paper proposes a stochastic dynamic thermal management (DTM) technique in high-performance VLSI system with especial attention to the uncertainty in temperature observation. ...
Hwisung Jung, Massoud Pedram
APPROX
2005
Springer
111views Algorithms» more  APPROX 2005»
14 years 1 months ago
Sampling Bounds for Stochastic Optimization
A large class of stochastic optimization problems can be modeled as minimizing an objective function f that depends on a choice of a vector x ∈ X, as well as on a random external...
Moses Charikar, Chandra Chekuri, Martin Pál