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SIAMREV
2010
132views more  SIAMREV 2010»
13 years 2 months ago
A Stochastic Collocation Method for Elliptic Partial Differential Equations with Random Input Data
In this paper we propose and analyze a Stochastic-Collocation method to solve elliptic Partial Differential Equations with random coefficients and forcing terms (input data of the...
Ivo Babuska, Fabio Nobile, Raúl Tempone
EOR
2006
103views more  EOR 2006»
13 years 7 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, ...
APPROX
2010
Springer
188views Algorithms» more  APPROX 2010»
13 years 9 months ago
Approximation Algorithms for Reliable Stochastic Combinatorial Optimization
We consider optimization problems that can be formulated as minimizing the cost of a feasible solution wT x over an arbitrary combinatorial feasible set F {0, 1}n . For these pro...
Evdokia Nikolova
TSP
2010
13 years 2 months ago
Randomized and distributed self-configuration of wireless networks: two-layer Markov random fields and near-optimality
Abstract--This work studies the near-optimality versus the complexity of distributed configuration management for wireless networks. We first develop a global probabilistic graphic...
Sung-eok Jeon, Chuanyi Ji
VMV
2001
108views Visualization» more  VMV 2001»
13 years 9 months ago
A Theoretical Comparison of Monte Carlo Radiosity Algorithms
In this paper, we present a theoretical analysis of the error with three basic Monte Carlo radiosity algorithms, based on continuous collision shooting random walks, discrete coll...
Philippe Bekaert, Hans-Peter Seidel