discrete stochastic optimization

WSC
2008

121views Modeling And Simulation» more WSC 2008»

Discrete stochastic optimization using linear interpolation

14 years 2 months ago

We consider discrete stochastic optimization problems where the objective function can only be estimated by a simulation oracle; the oracle is defined only at the discrete points....

Honggang Wang, Bruce W. Schmeiser

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FOCS
2004
IEEE

111views Theoretical Computer Science» more FOCS 2004»

Stochastic Optimization is (Almost) as easy as Deterministic Optimization

14 years 4 months ago

Download www.math.uwaterloo.ca

Stochastic optimization problems attempt to model uncertainty in the data by assuming that (part of) the input is specified in terms of a probability distribution. We consider the...

David B. Shmoys, Chaitanya Swamy

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