Deterministic optimization approaches have been well developed and widely used in the process industry to accomplish off-line and on-line process optimization. The challenging tas...
Recently developed dual techniques allow us to evaluate a given sub-optimal dynamic portfolio policy by using the policy to construct an upper bound on the optimal value function....
Abstract--In this two-part paper, we study the design and optimization of limited feedback single-user and multiuser systems with a multiple-antenna base station and single-antenna...
Recent work on online auctions for digital goods has explored the role of optimal stopping theory — particularly secretary problems — in the design of approximately optimal on...
Mohammad Taghi Hajiaghayi, Robert D. Kleinberg, Tu...
Simulated annealing has been one of the most popular stochastic optimization methods used in the VLSI CAD field in the past two decades for handling NP-hard optimization problems...
Jason Cong, Tianming Kong, Faming Liang, Jun S. Li...