2031 search results - page 21 / 407 » Approximation Algorithms for 2-Stage Stochastic Optimization... |
CCE
2006
13 years 8 months ago
2006
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...
CDC
2010
IEEE
13 years 2 months ago
2010
IEEE
We consider the classical finite-state discounted Markovian decision problem, and we introduce a new policy iteration-like algorithm for finding the optimal state costs or Q-facto...
ICCAD
2007
IEEE
14 years 4 months ago
2007
IEEE
— The paper addresses the problem of performance optimization for a set of periodic tasks with discrete voltage/frequency states under thermal constraints. We prove that the prob...
DSS
2007
13 years 7 months ago
2007
Abstract. In this paper, the optimization of the Berth Allocation Problem (BAP) is transformed into a multiple stage decision making procedure and a new stochastic beam search algo...
JMLR
2010
13 years 2 months ago
2010
We study the problem of allocating stocks to dark pools. We propose and analyze an optimal approach for allocations, if continuousvalued allocations are allowed. We also propose a...