We study convergence properties of empirical minimization of a stochastic strongly convex objective, where the stochastic component is linear. We show that the value attained by t...
There is a growing body of work on sorting and selection in models other than the unit-cost comparison model. This work treats a natural stochastic variant of the problem where the...
“Faster, Better, Cheaper” (FBC) was a systems development methodology used by NASA in the 1990s. While usually a deprecated practice, we find that, with certain caveats, it is...
We consider the Courier Delivery Problem, a variant of the Vehicle Routing Problem with time windows in which customers appear probabilistically and their service times are uncert...
Abstract. We prove a weak version of the dynamic programming principle for standard stochastic control problems and mixed control-stopping problems, which avoids the technical di...