In the field of robust optimization, the goal is to provide solutions to combinatorial problems that hedge against variations of the numerical parameters. This constitutes an effor...
Monaldo Mastrolilli, Nikolaus Mutsanas, Ola Svenss...
A simultaneous perturbation stochastic approximation (SPSA) method has been developed in this paper, using the operators of perturbation with the Lipschitz density function. This ...
—In this paper we extend the class of MAP queueing networks to include blocking models, which are useful to describe the performance of service instances which have a limited con...
Vittoria de Nitto Persone, Giuliano Casale, Evgeni...
Given an integer h, a graph G = (V, E) with arbitrary positive edge capacities and k pairs of vertices (s1, t1), (s2, t2), . . . , (sk, tk), called terminals, an h-route cut is a ...
In this paper we will show that a restricted class of constrained minimum divergence problems, named generalized inference problems, can be solved by approximating the KL divergen...