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SAGA
2007
Springer
14 years 2 months ago
A VNS Algorithm for Noisy Problems and Its Application to Project Portfolio Analysis
Abstract. Motivated by an application in project portfolio analysis under uncertainty, we develop an algorithm S-VNS for solving stochastic combinatorial optimization (SCO) problem...
Walter J. Gutjahr, Stefan Katzensteiner, Peter Rei...
JMLR
2010
129views more  JMLR 2010»
13 years 2 months ago
Approximation of hidden Markov models by mixtures of experts with application to particle filtering
Selecting conveniently the proposal kernel and the adjustment multiplier weights of the auxiliary particle filter may increase significantly the accuracy and computational efficie...
Jimmy Olsson, Jonas Ströjby
SOFSEM
2009
Springer
14 years 4 months ago
The Shortcut Problem - Complexity and Approximation
During the last years, speed-up techniques for DIJKSTRA’s algorithm have been developed that make the computation of shortest paths a matter of microseconds even on huge road net...
Reinhard Bauer, Gianlorenzo D'Angelo, Daniel Delli...
WSC
2008
13 years 10 months ago
A rate result for simulation optimization with conditional value-at-risk constraints
We study a stochastic optimization problem that has its roots in financial portfolio design. The problem has a specified deterministic objective function and constraints on the co...
Soumyadip Ghosh
ICIP
2001
IEEE
14 years 9 months ago
Robust estimation of depth and motion using stochastic approximation
The problemof structurefrom motion (SFM)is to extract the three-dimensionalmodel of a moving scene from a sequence of images. Though two images are sufficient to produce a 3D reco...
Rama Chellappa, Amit K. Roy Chowdhury