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CPAIOR
2007
Springer
14 years 4 months ago
Replenishment Planning for Stochastic Inventory Systems with Shortage Cost
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...
Roberto Rossi, Armagan Tarim, Brahim Hnich, Steven...
ESA
2006
Springer
136views Algorithms» more  ESA 2006»
14 years 1 months ago
Approximation in Preemptive Stochastic Online Scheduling
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 ...
Nicole Megow, Tjark Vredeveld
GECCO
2010
Springer
237views Optimization» more  GECCO 2010»
14 years 2 months ago
Benchmarking the (1, 4)-CMA-ES with mirrored sampling and sequential selection on the noiseless BBOB-2010 testbed
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 ....
Anne Auger, Dimo Brockhoff, Nikolaus Hansen
ICASSP
2008
IEEE
14 years 4 months ago
A new Particle Filtering algorithm with structurally optimal importance function
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...
Boujemaa Ait-El-Fquih, François Desbouvries
JMLR
2006
89views more  JMLR 2006»
13 years 9 months ago
Lower Bounds and Aggregation in Density Estimation
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...
Guillaume Lecué