2031 search results - page 5 / 407 » Approximation Algorithms for 2-Stage Stochastic Optimization... |
SIAMCO
2000
13 years 7 months ago
2000
It is shown here that stability of the stochastic approximation algorithm is implied by the asymptotic stability of the origin for an associated ODE. This in turn implies convergen...
WSC
2001
13 years 9 months ago
2001
We examine the theoretical and numerical global convergence properties of a certain "gradient free" stochastic approximation algorithm called the "simultaneous pertu...
CORR
2012
Springer
12 years 3 months ago
2012
Springer
Abstract— In this paper, we consider a class of continuoustime, continuous-space stochastic optimal control problems. Building upon recent advances in Markov chain approximation ...
FOCS
2007
IEEE
14 years 2 months ago
2007
IEEE
We consider a variant of the classic multi-armed bandit problem (MAB), which we call FEEDBACK MAB, where the reward obtained by playing each of n independent arms varies according...
EMO
2009
Springer
14 years 2 months ago
2009
Springer
To model combinatorial decision problems involving uncertainty and probability, we introduce stochastic constraint programming. Stochastic constraint programs contain both decision...