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CSCLP
2005
Springer
15 years 9 months ago
A Hybrid Benders' Decomposition Method for Solving Stochastic Constraint Programs with Linear Recourse
Abstract. We adopt Benders’ decomposition algorithm to solve scenariobased Stochastic Constraint Programs (SCPs) with linear recourse. Rather than attempting to solve SCPs via a ...
Armagan Tarim, Ian Miguel
IPCO
2004
144views Optimization» more  IPCO 2004»
15 years 5 months ago
Hedging Uncertainty: Approximation Algorithms for Stochastic Optimization Problems
Abstract. We study two-stage, finite-scenario stochastic versions of several combinatorial optimization problems, and provide nearly tight approximation algorithms for them. Our pr...
R. Ravi, Amitabh Sinha
SIAMCO
2000
124views more  SIAMCO 2000»
15 years 3 months ago
A New Suboptimal Approach to the Filtering Problem for Bilinear Stochastic Differential Systems
The aim of this paper is to present a new approach to the filtering problem for the class of bilinear stochastic multivariable systems, consisting in searching for suboptimal state...
Francesco Carravetta, Alfredo Germani, Marat K. Sh...
DAC
2000
ACM
16 years 5 months ago
Dynamic power management of complex systems using generalized stochastic Petri nets
In this paper, we introduce a new technique for modeling and solving the dynamic power management (DPM) problem for systems with complex behavioral characteristics such as concurr...
Qinru Qiu, Qing Wu, Massoud Pedram
WWW
2008
ACM
16 years 4 months ago
Algorithm for stochastic multiple-choice knapsack problem and application to keywords bidding
We model budget-constrained keyword bidding in sponsored search auctions as a stochastic multiple-choice knapsack problem (S-MCKP) and design an algorithm to solve S-MCKP and the ...
Yunhong Zhou, Victor Naroditskiy