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» Stochastic MINLP optimization using simplicial approximation
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AAMAS
2007
Springer
14 years 3 months ago
Optimal Control in Large Stochastic Multi-agent Systems
Abstract. We study optimal control in large stochastic multi-agent systems in continuous space and time. We consider multi-agent systems where agents have independent dynamics with...
Bart van den Broek, Wim Wiegerinck, Bert Kappen
SODA
2010
ACM
208views Algorithms» more  SODA 2010»
14 years 6 months ago
Correlation Robust Stochastic Optimization
We consider a robust model proposed by Scarf, 1958, for stochastic optimization when only the marginal probabilities of (binary) random variables are given, and the correlation be...
Shipra Agrawal, Yichuan Ding, Amin Saberi, Yinyu Y...
COCO
1994
Springer
140views Algorithms» more  COCO 1994»
14 years 27 days ago
Random Debaters and the Hardness of Approximating Stochastic Functions
A probabilistically checkable debate system (PCDS) for a language L consists of a probabilisticpolynomial-time veri er V and a debate between Player 1, who claims that the input x ...
Anne Condon, Joan Feigenbaum, Carsten Lund, Peter ...
CCE
2010
13 years 6 months ago
A simple heuristic for reducing the number of scenarios in two-stage stochastic programming
In this work we address the problem of solving multiscenario optimization models that are deterministic equivalents of two-stage stochastic programs. We present a heuristic approx...
Ramkumar Karuppiah, Mariano Martín, Ignacio...
WSC
2000
13 years 10 months ago
Simulation optimization of stochastic systems with integer variables by sequential linearization
Discrete-event simulation is widely used to analyse and improve the performance of manufacturing systems. The related optimization problem often includes integer design variables ...
S. J. Abspoel, L. F. P. Etman, J. Vervoort, J. E. ...