424 search results - page 4 / 85 » Boosted sampling: approximation algorithms for stochastic op... |
ORL
2008
13 years 7 months ago
2008
We propose a sample average approximation (SAA) method for stochastic programming problems involving an expected value constraint. Such problems arise, for example, in portfolio s...
ESA
2008
Springer
13 years 9 months ago
2008
Springer
For several NP-hard network design problems, the best known approximation algorithms are remarkably simple randomized algorithms called Sample-Augment algorithms in [11]. The algor...
ANOR
2006
13 years 7 months ago
2006
Abstract. We investigate the quality of solutions obtained from sample-average approximations to two-stage stochastic linear programs with recourse. We use a recently developed sof...
IOR
2006
13 years 7 months ago
2006
For a discrete-time finite-state Markov chain, we develop an adaptive importance sampling scheme to estimate the expected total cost before hitting a set of terminal states. This s...
ICDCS
2009
IEEE
14 years 2 months ago
2009
IEEE
The usage of network resources by content providers is commonly governed by Service Level Agreements (SLA) between the content provider and the network service provider. Resource ...