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SAGA
2007
Springer
14 years 4 months ago
A VNS Algorithm for Noisy Problems and Its Application to Project Portfolio Analysis
Abstract. Motivated by an application in project portfolio analysis under uncertainty, we develop an algorithm S-VNS for solving stochastic combinatorial optimization (SCO) problem...
Walter J. Gutjahr, Stefan Katzensteiner, Peter Rei...
4OR
2006
99views more  4OR 2006»
13 years 10 months ago
A decomposition-based solution method for stochastic mixed integer nonlinear programs
This is a summary of the main results presented in the author's PhD thesis, supervised by D. Conforti and P. Beraldi and defended on March 2005. The thesis, written in English...
Maria Elena Bruni
CDC
2009
IEEE
151views Control Systems» more  CDC 2009»
14 years 2 months ago
Shortest path optimization under limited information
— The problem of finding an optimal path in an uncertain graph arises in numerous applications, including network routing, path-planning for vehicles, and the control of finite...
Michael Rinehart, Munther A. Dahleh
FLAIRS
2009
13 years 7 months ago
Dynamic Programming Approximations for Partially Observable Stochastic Games
Partially observable stochastic games (POSGs) provide a rich mathematical framework for planning under uncertainty by a group of agents. However, this modeling advantage comes wit...
Akshat Kumar, Shlomo Zilberstein
CORR
2010
Springer
162views Education» more  CORR 2010»
13 years 10 months ago
Random sampling of lattice paths with constraints, via transportation
We investigate Monte Carlo Markov Chain (MCMC) procedures for the random sampling of some one-dimensional lattice paths with constraints, for various constraints. We will see that...
Lucas Gerin