We address a class of problems where decisions have to be optimized over a time horizon given that the future is uncertain and that the optimization decisions influence the time o...
Companies such as Zara and World Co. have recently implemented novel product development processes and supply chain architectures enabling them to make more product design and ass...
Abstract— We develop a general framework for MAP estimation in discrete and Gaussian graphical models using Lagrangian relaxation techniques. The key idea is to reformulate an in...
Jason K. Johnson, Dmitry M. Malioutov, Alan S. Wil...
We introduce an axiomatic definition of a conditional convex risk mapping and we derive its properties. In particular, we prove a representation theorem for conditional risk mappi...