Stochastic optimization problems provide a means to model uncertainty in the input data where the uncertainty is modeled by a probability distribution over the possible realizatio...
Robust optimization has traditionally focused on uncertainty in data and costs in optimization problems to formulate models whose solutions will be optimal in the worstcase among ...
Kedar Dhamdhere, Vineet Goyal, R. Ravi, Mohit Sing...
A novel stochastic searching scheme based on the Monte Carlo optimization is presented for polygonal approximation (PA) problem. We propose to combine the split-and-merge based lo...
We consider a stochastic variant of the NP-hard 0/1 knapsack problem in which item values are deterministic and item sizes are independent random variables with known, arbitrary d...
Brian C. Dean, Michel X. Goemans, Jan Vondrá...
Motivated by online ad allocation, we study the problem of simultaneous approximations for the adversarial and stochastic online budgeted allocation problem. This problem consists...
Vahab S. Mirrokni, Shayan Oveis Gharan, Morteza Za...