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GECCO
2009
Springer
128views Optimization» more  GECCO 2009»
14 years 1 days ago
Evolving stochastic processes using feature tests and genetic programming
The synthesis of stochastic processes using genetic programming is investigated. Stochastic process behaviours take the form of time series data, in which quantities of interest v...
Brian J. Ross, Janine H. Imada
ICDAR
2007
IEEE
14 years 1 months ago
On-Line Handwritten Text Line Detection Using Dynamic Programming
In this paper we propose a novel approach to the detection of on-line handwritten text lines based on dynamic programming. We try to find the paths with the minimum cost between ...
Marcus Liwicki, Emanuel Indermühle, Horst Bun...
WSC
2001
13 years 8 months ago
Monte Carlo simulation approach to stochastic programming
Various stochastic programmingproblemscan be formulated as problems of optimization of an expected value function. Quite often the corresponding expectation function cannot be com...
Alexander Shapiro
MP
2006
106views more  MP 2006»
13 years 7 months ago
Worst-case distribution analysis of stochastic programs
We show that for even quasi-concave objective functions the worst-case distribution, with respect to a family of unimodal distributions, of a stochastic programming problem is a u...
Alexander Shapiro
ORL
2006
118views more  ORL 2006»
13 years 7 months ago
On complexity of multistage stochastic programs
In this paper we derive estimates of the sample sizes required to solve a multistage stochastic programming problem with a given accuracy by the (conditional sampling) sample aver...
Alexander Shapiro