121 search results - page 5 / 25 » Optimizing the CVaR via Sampling |
MANSCI
2008
13 years 9 months ago
2008
We study an iterative cutting-plane algorithm on an integer program, for minimizing the staffing costs of a multiskill call center subject to service-level requirements which are e...
CORR
2010
Springer
13 years 9 months ago
2010
Springer
We investigate Monte Carlo Markov Chain (MCMC) procedures for the random sampling of some one-dimensional lattice paths with constraints, for various constraints. We will see that...
AIPS
2000
13 years 11 months ago
2000
1 We consider the problem of scheduling an unknown sequence of tasks for a single server as the tasks arrive with the goal off maximizing the total weighted value of the tasks serv...
CORR
2008
Springer
13 years 9 months ago
2008
Springer
We consider a problem of considerable practical interest: the recovery of a data matrix from a sampling of its entries. Suppose that we observe m entries selected uniformly at ran...
TNN
2010
13 years 4 months ago
2010
We consider the problem of semi-supervised feature selection, where we are given a small amount of labeled examples and a large amount of unlabeled examples. Since a small number ...