521 search results - page 13 / 105 » Approximation Algorithms for Stochastic Inventory Control Mo... |
CACM
2010
13 years 7 months ago
2010
We introduce and analyze a natural algorithm for multi-venue exploration from censored data, which is motivated by the Dark Pool Problem of modern quantitative finance. We prove t...
SIGECOM
2003
ACM
14 years 19 days ago
2003
ACM
Some recent trends in business and manufacturing hold the promise of greater profits, yet, due to profit-robbing inventory increases, this promise has not been fully realized. [9]...
AAAI
2004
13 years 8 months ago
2004
We consider a general model of stochastic discrete event systems with asynchronous events, and propose to develop efficient algorithms for verification and control of such systems...
SODA
2012
ACM
11 years 9 months ago
2012
ACM
Motivated by online ad allocation, we study the problem of simultaneous approximations for the adversarial and stochastic online budgeted allocation problem. This problem consists...
EOR
2007
13 years 7 months ago
2007
A simultaneous perturbation stochastic approximation (SPSA) method has been developed in this paper, using the operators of perturbation with the Lipschitz density function. This ...