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MP
2008
103views more  MP 2008»
13 years 7 months ago
Aggregation and discretization in multistage stochastic programming
Multistage stochastic programs have applications in many areas and support policy makers in finding rational decisions that hedge against unforeseen negative events. In order to en...
Daniel Kuhn
MP
2002
93views more  MP 2002»
13 years 7 months ago
Conditioning of convex piecewise linear stochastic programs
In this paper we consider stochastic programming problems where the objective function is given as an expected value of a convex piecewise linear random function. With an optimal s...
Alexander Shapiro, Tito Homem-de-Mello, Joocheol K...
DAGSTUHL
2004
13 years 9 months ago
Lower Bounds and Non-Uniform Time Discretization for Approximation of Stochastic Heat Equations
We study algorithms for approximation of the mild solution of stochastic heat equations on the spatial domain ]0, 1[ d . The error of an algorithm is defined in L2-sense. We derive...
Klaus Ritter, Thomas Müller-Gronbach
FSTTCS
2004
Springer
14 years 1 months ago
Improved Approximation Algorithms for Maximum Graph Partitioning Problems
Abstract Abstract. In this paper we improve the analysis of approximation algorithms based on semidefinite programming for the maximum graph partitioning problems MAX-k-CUT, MAX-k...
Gerold Jäger, Anand Srivastav
CORR
2010
Springer
157views Education» more  CORR 2010»
13 years 6 months ago
Stochastic Budget Optimization in Internet Advertising
Internet advertising is a sophisticated game in which the many advertisers "play" to optimize their return on investment. There are many "targets" for the adve...
Bhaskar DasGupta, S. Muthukrishnan