This paper considers online stochastic optimization problems where time constraints severely limit the number of offline optimizations which can be performed at decision time and/...
We consider a robust model proposed by Scarf, 1958, for stochastic optimization when only the marginal probabilities of (binary) random variables are given, and the correlation be...
We present a probabilistic analysis for a large class of combinatorial optimization problems containing, e.g., all binary optimization problems defined by linear constraints and a...
A large number of problems in production planning and scheduling, location, transportation, finance, and engineering design require that decisions be made in the presence of uncer...
We consider an optimization problem arising in the design of controllers for OLED displays. Our objective is to minimize amplitude of the electrical current through the diodes whic...
Friedrich Eisenbrand, Andreas Karrenbauer, Martin ...