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CORR
2012
Springer
235views Education» more  CORR 2012»
12 years 3 months ago
An Incremental Sampling-based Algorithm for Stochastic Optimal Control
Abstract— In this paper, we consider a class of continuoustime, continuous-space stochastic optimal control problems. Building upon recent advances in Markov chain approximation ...
Vu Anh Huynh, Sertac Karaman, Emilio Frazzoli
WSC
2007
13 years 9 months ago
Stochastic trust region gradient-free method (strong): a new response-surface-based algorithm in simulation optimization
Response Surface Methodology (RSM) is a metamodelbased optimization method. Its strategy is to explore small subregions of the parameter space in succession instead of attempting ...
Kuo-Hao Chang, L. Jeff Hong, Hong Wan
ICPR
2004
IEEE
14 years 8 months ago
Optimizing Nearest Neighbour in Random Subspaces using a Multi-Objective Genetic Algorithm
In this work, the authors have evaluated almost 20 millions ensembles of classifiers generated by several methods. Trying to optimize those ensembles based on the nearest neighbou...
Guillaume Tremblay, Robert Sabourin, Patrick Maupi...
UAI
2003
13 years 8 months ago
Approximate Decomposition: A Method for Bounding and Estimating Probabilistic and Deterministic Queries
In this paper, we introduce a method for approximating the solution to inference and optimization tasks in uncertain and deterministic reasoning. Such tasks are in general intract...
David Larkin
SODA
2008
ACM
97views Algorithms» more  SODA 2008»
13 years 9 months ago
Stochastic analyses for online combinatorial optimization problems
In this paper, we study online algorithms when the input is not chosen adversarially, but consists of draws from some given probability distribution. While this model has been stu...
Naveen Garg, Anupam Gupta, Stefano Leonardi, Piotr...