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» Optimal Transportation Problem by Stochastic Optimal Control
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WWW
2008
ACM
14 years 8 months ago
Algorithm for stochastic multiple-choice knapsack problem and application to keywords bidding
We model budget-constrained keyword bidding in sponsored search auctions as a stochastic multiple-choice knapsack problem (S-MCKP) and design an algorithm to solve S-MCKP and the ...
Yunhong Zhou, Victor Naroditskiy
SIAMCO
2010
95views more  SIAMCO 2010»
13 years 6 months ago
Optimal Control for the Thermistor Problem
D. Hömberg, C. Meyer, J. Rehberg, W. Ring
WSC
1997
13 years 9 months ago
An Integrated Framework for Deterministic and Stochastic Optimization
In recent articles we presented a general methodology for finite optimization. The new method, the Nested Partitions (NP) method, combines partitioning, random sampling, a select...
Leyuan Shi, Sigurdur Ólafsson
GECCO
2005
Springer
127views Optimization» more  GECCO 2005»
14 years 1 months ago
The enhanced evolutionary tabu search and its application to the quadratic assignment problem
We describe the Enhanced Evolutionary Tabu Search (EE-TS) local search technique. The EE-TS metaheuristic technique combines Reactive Tabu Search with evolutionary computing eleme...
John F. McLoughlin III, Walter Cedeño
JAMDS
2000
90views more  JAMDS 2000»
13 years 7 months ago
Stratified filtered sampling in stochastic optimization
We develop a methodology for evaluating a decision strategy generated by a stochastic optimization model. The methodology is based on a pilot study in which we estimate the distri...
Robert Rush, John M. Mulvey, John E. Mitchell, Tho...