One of the most important policies adopted in inventory control is the (R,S) policy (also known as the “replenishment cycle” policy). Under the non-stationary demand assumption...
Abstract. We present a first constant performance guarantee for preemptive stochastic scheduling to minimize the sum of weighted completion times. For scheduling jobs with release ...
The well-known Covariance Matrix Adaptation Evolution Strategy (CMA-ES) is a robust stochastic search algorithm for optimizing functions defined on a continuous search space RD ....
Bayesian estimation in nonlinear stochastic dynamical systems has been addressed for a long time. Among other solutions, Particle Filtering (PF) algorithms propagate in time a Mon...
In this paper we prove the optimality of an aggregation procedure. We prove lower bounds for aggregation of model selection type of M density estimators for the Kullback-Leibler d...