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» On Reachability Under Uncertainty
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CORR
2006
Springer
83views Education» more  CORR 2006»
15 years 5 months ago
How to Beat the Adaptive Multi-Armed Bandit
The multi-armed bandit is a concise model for the problem of iterated decision-making under uncertainty. In each round, a gambler must pull one of K arms of a slot machine, withou...
Varsha Dani, Thomas P. Hayes
MP
2006
100views more  MP 2006»
15 years 5 months ago
A branch-and-cut algorithm for the stochastic uncapacitated lot-sizing problem
This paper addresses a multi-stage stochastic integer programming formulation of the uncapacitated lot-sizing problem under uncertainty. We show that the classical ( , S) inequalit...
Yongpei Guan, Shabbir Ahmed, George L. Nemhauser, ...
CCE
2004
15 years 5 months ago
Retrospective on optimization
In this paper we provide a general classification of mathematical optimization problems, followed by a matrix of applications that shows the areas in which these problems have bee...
Lorenz T. Biegler, Ignacio E. Grossmann
PRL
1998
98views more  PRL 1998»
15 years 5 months ago
Density propagation for surface tracking
This paper describes a novel approach to surface tracking in volumetric image stacks. It draws on a statistical model of the uncertainties inherent in the characterisation of feat...
Nigel G. Sharp, Edwin R. Hancock
SIAMJO
2002
120views more  SIAMJO 2002»
15 years 5 months ago
Dual Stochastic Dominance and Related Mean-Risk Models
We consider the problem of constructing mean{risk models which are consistent with the second degree stochastic dominance relation. By exploiting duality relations of convex analys...
Wlodzimierz Ogryczak, Andrzej Ruszczynski