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FSTTCS
2006
Springer
13 years 11 months ago
Approximation Algorithms for 2-Stage Stochastic Optimization Problems
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...
Chaitanya Swamy, David B. Shmoys
CDC
2009
IEEE
151views Control Systems» more  CDC 2009»
14 years 20 days ago
Shortest path optimization under limited information
— The problem of finding an optimal path in an uncertain graph arises in numerous applications, including network routing, path-planning for vehicles, and the control of finite...
Michael Rinehart, Munther A. Dahleh
IOR
2008
137views more  IOR 2008»
13 years 8 months ago
Optimal Joint Inventory and Transshipment Control Under Uncertain Capacity
In this paper, we address the optimal joint control of inventory and transshipment for a firm that produces in two locations and faces capacity uncertainty. Capacity uncertainty (...
Xinxin Hu, Izak Duenyas, Roman Kapuscinski
WSC
2004
13 years 9 months ago
Simulation-Based Optimization for Material Dispatching in a Retailer Network
This paper presents preliminary work done on simulationbased optimization of a stochastic material-dispatching system in a retailer network. The problem we consider is one of dete...
Ganesh Subramaniam, Abhijit Gosavi
SAGA
2007
Springer
14 years 2 months ago
A VNS Algorithm for Noisy Problems and Its Application to Project Portfolio Analysis
Abstract. Motivated by an application in project portfolio analysis under uncertainty, we develop an algorithm S-VNS for solving stochastic combinatorial optimization (SCO) problem...
Walter J. Gutjahr, Stefan Katzensteiner, Peter Rei...