424 search results - page 33 / 85 » Boosted sampling: approximation algorithms for stochastic op... |
EOR
2006
13 years 7 months ago
2006
This paper deals with a stochastic Generalized Assignment Problem with recourse. Only a random subset of the given set of jobs will require to be actually processed. An assignment...
ANOR
2007
13 years 7 months ago
2007
The quality of multi-stage stochastic optimization models as they appear in asset liability management, energy planning, transportation, supply chain management, and other applicat...
CORR
2010
Springer
13 years 7 months ago
2010
Springer
Existing value function approximation methods have been successfully used in many applications, but they often lack useful a priori error bounds. We propose a new approximate bili...
ESA
2006
Springer
13 years 11 months ago
2006
Springer
Abstract. We consider the problem of finding shortest paths in a graph with independent randomly distributed edge lengths. Our goal is to maximize the probability that the path len...
UAI
2004
13 years 9 months ago
2004
This paper describes a study of agent bidding strategies, assuming combinatorial valuations for complementary and substitutable goods, in three auction environments: sequential au...