Abstract. We adopt Benders’ decomposition algorithm to solve scenariobased Stochastic Constraint Programs (SCPs) with linear recourse. Rather than attempting to solve SCPs via a ...
Abstract. We study two-stage, finite-scenario stochastic versions of several combinatorial optimization problems, and provide nearly tight approximation algorithms for them. Our pr...
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...
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...
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 ...