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CDC
2009
IEEE
173views Control Systems» more  CDC 2009»
15 years 8 months ago
Optimality of affine policies in multi-stage robust optimization
In this paper, we show the optimality of a certain class of disturbance-affine control policies in the context of one-dimensional, constrained, multi-stage robust optimization. Ou...
Dimitris Bertsimas, Dan Andrei Iancu, Pablo A. Par...
ALENEX
2007
126views Algorithms» more  ALENEX 2007»
15 years 5 months ago
0/1 Vertex and Facet Enumeration with BDDs
In polyhedral studies of 0/1 polytopes two prominent problems exist. One is the vertex enumeration problem: Given a system of inequalities, enumerate its feasible 0/1 points. Anot...
Markus Behle, Friedrich Eisenbrand
CATS
2007
15 years 5 months ago
Some Structural and Geometric Properties of Two-Connected Steiner Networks
We consider the problem of constructing a shortest Euclidean 2-connected Steiner network (SMN) for a set of terminals. This problem has natural applications in the design of survi...
K. Hvam, L. Reinhardt, Pawel Winter, Martin Zachar...
EOR
2006
103views more  EOR 2006»
15 years 4 months ago
Exact solutions to a class of stochastic generalized assignment problems
This paper deals with a stochastic Generalized Assignment Problem with recourse. Only a random subset of the given set of jobs will require to be actually processed. An assignment...
Maria Albareda-Sambola, Maarten H. van der Vlerk, ...
JMLR
2006
143views more  JMLR 2006»
15 years 4 months ago
Consistency and Convergence Rates of One-Class SVMs and Related Algorithms
We determine the asymptotic behaviour of the function computed by support vector machines (SVM) and related algorithms that minimize a regularized empirical convex loss function i...
Régis Vert, Jean-Philippe Vert