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» Using Learning for Approximation in Stochastic Processes
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SAGA
2009
Springer
14 years 1 months ago
Bounds for Multistage Stochastic Programs Using Supervised Learning Strategies
We propose a generic method for obtaining quickly good upper bounds on the minimal value of a multistage stochastic program. The method is based on the simulation of a feasible dec...
Boris Defourny, Damien Ernst, Louis Wehenkel
DAGSTUHL
2004
13 years 8 months ago
Lower Bounds and Non-Uniform Time Discretization for Approximation of Stochastic Heat Equations
We study algorithms for approximation of the mild solution of stochastic heat equations on the spatial domain ]0, 1[ d . The error of an algorithm is defined in L2-sense. We derive...
Klaus Ritter, Thomas Müller-Gronbach
NN
2006
Springer
13 years 7 months ago
Propagation and control of stochastic signals through universal learning networks
The way of propagating and control of stochastic signals through Universal Learning Networks (ULNs) and its applications are proposed. ULNs have been already developed to form a s...
Kotaro Hirasawa, Shingo Mabu, Jinglu Hu
SIAMCO
2002
71views more  SIAMCO 2002»
13 years 7 months ago
Rate of Convergence for Constrained Stochastic Approximation Algorithms
There is a large literature on the rate of convergence problem for general unconstrained stochastic approximations. Typically, one centers the iterate n about the limit point then...
Robert Buche, Harold J. Kushner
SODA
2012
ACM
229views Algorithms» more  SODA 2012»
11 years 9 months ago
Approximation algorithms for stochastic orienteering
In the Stochastic Orienteering problem, we are given a metric, where each node also has a job located there with some deterministic reward and a random size. (Think of the jobs as...
Anupam Gupta, Ravishankar Krishnaswamy, Viswanath ...