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» Scenario-based Stochastic Constraint Programming
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CP
2007
Springer
14 years 1 months ago
Boosting Probabilistic Choice Operators
Probabilistic Choice Operators (PCOs) are convenient tools to model uncertainty in CP. They are useful to implement randomized algorithms and stochastic processes in the concurrent...
Matthieu Petit, Arnaud Gotlieb
CP
2005
Springer
14 years 1 months ago
Sub-optimality Approximations
Abstract. The sub-optimality approximation problem considers an optimization problem O, its optimal solution σ∗ , and a variable x with domain {d1, . . . , dm} and returns appro...
Russell Bent, Irit Katriel, Pascal Van Hentenryck
ECAI
2010
Springer
13 years 8 months ago
ISAC - Instance-Specific Algorithm Configuration
We present a new method for instance-specific algorithm configuration (ISAC). It is based on the integration of the algorithm configuration system GGA and the recently proposed sto...
Serdar Kadioglu, Yuri Malitsky, Meinolf Sellmann, ...
COR
2008
112views more  COR 2008»
13 years 7 months ago
Buffer allocation in general single-server queueing networks
-- The optimal buffer allocation in queueing network systems is a difficult stochastic, non-linear, integer mathematical programming problem. Moreover, the objective function, the ...
Frederico R. B. Cruz, A. R. Duarte, Tom Van Woense...
ANOR
2007
73views more  ANOR 2007»
13 years 7 months ago
A sample-path approach to optimal position liquidation
We consider the problem of optimal position liquidation with the aim of maximizing the expected cash flow stream from the transaction in the presence of temporary or permanent ma...
Pavlo A. Krokhmal, Stan Uryasev