275 search results - page 22 / 55 » Online Stochastic and Robust Optimization |
TRANSCI
2010
13 years 3 months ago
2010
Time considerations have been largely ignored in the study of vehicle routing problems with stochastic demands, even though they are crucial in practice. We show that tour duratio...
AUTOMATICA
2008
13 years 9 months ago
2008
It is well known that stochastic control systems can be viewed as Markov decision processes (MDPs) with continuous state spaces. In this paper, we propose to apply the policy iter...
SIGECOM
2010
ACM
14 years 1 months ago
2010
ACM
Motivated by the allocation problem facing publishers in display advertising we formulate the online assignment with forecast problem, a version of the online allocation problem w...
OSDI
2008
ACM
14 years 9 months ago
2008
ACM
Internet routing is mostly based on static information-it's dynamicity is limited to reacting to changes in topology. Adaptive performance-based routing decisions would not o...
EOR
2008
13 years 8 months ago
2008
The aim of this paper is to apply the concept of robust optimization introduced by Bel-Tal and Nemirovski to the portfolio selection problems based on multi-stage scenario trees. ...