We consider discrete stochastic optimization problems where the objective function can only be estimated by a simulation oracle; the oracle is defined only at the discrete points....
We introduce the two-stage stochastic maximum-weight matching problem and demonstrate that this problem is NP-complete. We give a factor 1 2 approximation algorithm and prove its ...
Abstract-- In robot deployment problems, the fundamental issue is to optimize a steady state performance measure that depends on the spatial configuration of a group of robots. For...
We consider the stochastic Steiner forest problem: suppose we were given a collection of Steiner forest instances, and were guaranteed that a random one of these instances would a...
Internet search companies sell advertisement slots based on users’ search queries via an auction. Advertisers have to solve a complex optimization problem of how to place bids o...