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ICASSP
2010
IEEE
13 years 8 months ago
2010
IEEE
— Ergodic stochastic optimization (ESO) algorithms are proposed to solve resource allocation problems that involve a random state and where optimality criteria are expressed in t...
CDC
2009
IEEE
13 years 11 months ago
2009
IEEE
— This paper presents a novel swarm approximate dynamic programming method (swarm-ADP) for parameter optimization of PSO systems, from the perspective of optimal control. Based o...
NETWORKS
2010
13 years 6 months ago
2010
This paper considers a minimum cost flow problem where arc costs are uncertain, and the decision maker wishes to minimize both the expected flow cost and the variance of this co...
4OR
2008
13 years 8 months ago
2008
This is a summary of the author's PhD thesis supervised by Marie-Christine Costa and Fr
SODA
2008
ACM
13 years 9 months ago
2008
ACM
We develop a framework for obtaining Fully Polynomial Time Approximation Schemes (FPTASs) for stochastic univariate dynamic programs with either convex or monotone single-period c...