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» Approximation algorithms for stochastic orienteering
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SOFSEM
2009
Springer
14 years 5 months ago
The Shortcut Problem - Complexity and Approximation
During the last years, speed-up techniques for DIJKSTRA’s algorithm have been developed that make the computation of shortest paths a matter of microseconds even on huge road net...
Reinhard Bauer, Gianlorenzo D'Angelo, Daniel Delli...
WSC
2008
13 years 11 months ago
Approximate dynamic programming: Lessons from the field
Approximate dynamic programming is emerging as a powerful tool for certain classes of multistage stochastic, dynamic problems that arise in operations research. It has been applie...
Warren B. Powell
IOR
2010
71views more  IOR 2010»
13 years 6 months ago
Stochastic Root Finding and Efficient Estimation of Convex Risk Measures
Reliable risk measurement is a key problem for financial institutions and regulatory authorities. The current industry standard Value-at-Risk has several deficiencies. Improved ri...
Jörn Dunkel, Stefan Weber
NIPS
1998
13 years 10 months ago
Approximate Learning of Dynamic Models
Inference is a key component in learning probabilistic models from partially observable data. When learning temporal models, each of the many inference phases requires a complete ...
Xavier Boyen, Daphne Koller
SODA
2010
ACM
208views Algorithms» more  SODA 2010»
14 years 6 months ago
Correlation Robust Stochastic Optimization
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...
Shipra Agrawal, Yichuan Ding, Amin Saberi, Yinyu Y...