Abstract. In this paper, a Stochastic Dynamic Facility Location Problem (SDFLP) is formulated. In the first part, an exact solution method based on stochastic dynamic programming ...
The value of a finite-state two-player zero-sum stochastic game with limit-average payoff can be approximated to within in time exponential in a polynomial in the size of the gam...
Krishnendu Chatterjee, Rupak Majumdar, Thomas A. H...
This paper introduces a novel solver, namely cross entropy (CE), into the MRF theory for medical image segmentation. The solver, which is based on the theory of rare event simulati...
We propose a general-purpose stochastic optimization algorithm, the so-called annealing stochastic approximation Monte Carlo (ASAMC) algorithm, for neural network training. ASAMC c...