403 search results - page 9 / 81 » Sampling Bounds for Stochastic Optimization |
COLT
2003
Springer
14 years 3 months ago
2003
Springer
We consider the Multi-armed bandit problem under the PAC (“probably approximately correct”) model. It was shown by Even-Dar et al. [5] that given n arms, it suffices to play th...
WSC
1997
13 years 11 months ago
1997
A classical problem of stochastic simulation is how to estimate the variance of the sample mean of dependent but stationary outputs. Many variance estimators, such as the batch me...
AAAI
2004
13 years 11 months ago
2004
This paper considers online stochastic optimization problems where time constraints severely limit the number of offline optimizations which can be performed at decision time and/...
MP
2008
13 years 9 months ago
2008
Multistage stochastic programs have applications in many areas and support policy makers in finding rational decisions that hedge against unforeseen negative events. In order to en...
CORR
2008
Springer
13 years 10 months ago
2008
Springer
The behavior of some stochastic chemical reaction networks is largely unaffected by slight inaccuracies in reaction rates. We formalize the robustness of state probabilities to re...