403 search results - page 10 / 81 » Sampling Bounds for Stochastic Optimization |
DAGSTUHL
2004
13 years 11 months ago
2004
We study algorithms for approximation of the mild solution of stochastic heat equations on the spatial domain ]0, 1[ d . The error of an algorithm is defined in L2-sense. We derive...
ICALP
2007
Springer
14 years 4 months ago
2007
Springer
Abstract. We define and study two versions of the bipartite matching problem in the framework of two-stage stochastic optimization with recourse. In one version the uncertainty is...
FOCS
2008
IEEE
14 years 4 months ago
2008
IEEE
We show a tight lower bound of Ω(N log log N) on the number of transmissions required to compute several functions (including the parity function and the majority function) in a...
MP
2006
13 years 9 months ago
2006
We address a class of problems where decisions have to be optimized over a time horizon given that the future is uncertain and that the optimization decisions influence the time o...
MP
2002
13 years 9 months ago
2002
In this paper we consider stochastic programming problems where the objective function is given as an expected value of a convex piecewise linear random function. With an optimal s...