Abstract. Stochastic optimization is a leading approach to model optimization problems in which there is uncertainty in the input data, whether from measurement noise or an inabili...
We show how to nd a minimum weight loop cutset in a Bayesian network with high probability. Finding such a loop cutset is the rst step in the method of conditioning for inference....
We consider random approximations to deterministic optimization problems. The objective function and the constraint set can be approximated simultaneously. Relying on concentratio...
Consider an M/G/c queue with homogeneous servers and service time distribution F. It is shown that an approximation of the service time distribution F by stochastically smaller di...
We consider the classical finite-state discounted Markovian decision problem, and we introduce a new policy iteration-like algorithm for finding the optimal state costs or Q-facto...