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CORR
2008
Springer
147views Education» more  CORR 2008»
13 years 8 months ago
A Minimum Relative Entropy Principle for Learning and Acting
This paper proposes a method to construct an adaptive agent that is universal with respect to a given class of experts, where each expert is designed specifically for a particular...
Pedro A. Ortega, Daniel A. Braun
WSC
2007
13 years 10 months ago
Stochastic trust region gradient-free method (strong): a new response-surface-based algorithm in simulation optimization
Response Surface Methodology (RSM) is a metamodelbased optimization method. Its strategy is to explore small subregions of the parameter space in succession instead of attempting ...
Kuo-Hao Chang, L. Jeff Hong, Hong Wan
IOR
2011
152views more  IOR 2011»
13 years 3 months ago
Risk-Averse Two-Stage Stochastic Linear Programming: Modeling and Decomposition
We formulate a risk-averse two-stage stochastic linear programming problem in which unresolved uncertainty remains after the second stage. The objective function is formulated as ...
Naomi Miller, Andrzej Ruszczynski
CORR
2010
Springer
201views Education» more  CORR 2010»
13 years 5 months ago
Online Advertisement, Optimization and Stochastic Networks
In this paper, we propose a stochastic model to describe how search service providers charge client companies based on users' queries for the keywords related to these compan...
R. Srikant
SIGCOMM
2010
ACM
13 years 8 months ago
Stochastic approximation algorithm for optimal throughput performance of wireless LANs
In this paper, we consider the problem of throughput maximization in an infrastructure based WLAN. We demonstrate that most of the proposed protocols though perform optimally for ...
Sundaresan Krishnan, Prasanna Chaporkar