Abstract--With the objective of minimizing the total cost, which includes both sensor and congestion costs, the authors adopted a novel sampling theorem approach to address the pro...
An issue that is critical for the application of Markov decision processes MDPs to realistic problems is how the complexity of planning scales with the size of the MDP. In stochas...
One of the earliest quantum algorithms was discovered by Bernstein and Vazirani, for a problem called Recursive Fourier Sampling. This paper shows that the Bernstein-Vazirani algo...
Stochastic optimization problems provide a means to model uncertainty in the input data where the uncertainty is modeled by a probability distribution over the possible realizatio...
We propose a generic method for obtaining quickly good upper bounds on the minimal value of a multistage stochastic program. The method is based on the simulation of a feasible dec...