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» Optimal Transportation Problem by Stochastic Optimal Control
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MOR
2010
78views more  MOR 2010»
13 years 6 months ago
Models for Minimax Stochastic Linear Optimization Problems with Risk Aversion
Dimitris Bertsimas, Xuan Vinh Doan, Karthik Natara...
AAIM
2008
Springer
105views Algorithms» more  AAIM 2008»
14 years 2 months ago
Finding Optimal Refueling Policies in Transportation Networks
We study the combinatorial properties of optimal refueling policies, which specify the transportation paths and the refueling operations along the paths to minimize the total trans...
Shieu-Hong Lin
FOCS
2007
IEEE
14 years 2 months ago
Approximation Algorithms for Partial-Information Based Stochastic Control with Markovian Rewards
We consider a variant of the classic multi-armed bandit problem (MAB), which we call FEEDBACK MAB, where the reward obtained by playing each of n independent arms varies according...
Sudipto Guha, Kamesh Munagala
HIS
2009
13 years 5 months ago
A Particle Swarm Optimization with Feasibility-Based Rules for Mixed-Variable Optimization Problems
A Particle Swarm Optimization algorithm with feasibility-based rules (FRPSO) is proposed in this paper to solve mixed-variable optimization problems. An approach to handle various ...
Chao-Li Sun, Jian-Chao Zeng, Jeng-Shyang Pan
JOTA
2010
127views more  JOTA 2010»
13 years 2 months ago
Optimization Over the Efficient Set of Multi-objective Convex Optimal Control Problems
We consider multi-objective convex optimal control problems. First we state a relationship between the (weakly or properly) efficient set of the multi-objective problem and the sol...
Henri Bonnel, C. Yalçin Kaya