We develop a sequential sampling procedure for solving a class of stochastic programs. A sequence of feasible solutions, with at least one optimal limit point, is given as input t...
Maximum likelihood (ML) estimation is widely used in many computer vision problems involving the estimation of geometric parameters, from conic fitting to bundle adjustment for s...
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...
Circuit design under process variation can be formulated mathematically as a robust optimization problem with a yield constraint. Existing methods force designers to either resort...
Yu Ben, Laurent El Ghaoui, Kameshwar Poolla, Costa...
In this paper we consider sampling based fitted value iteration for discounted, large (possibly infinite) state space, finite action Markovian Decision Problems where only a gener...