In this paper, we show the optimality of a certain class of disturbance-affine control policies in the context of one-dimensional, constrained, multi-stage robust optimization. Ou...
Dimitris Bertsimas, Dan Andrei Iancu, Pablo A. Par...
Abstract—In this paper, a multicarrier multi-hop multipleinput multiple-output (MIMO) relay system is investigated. A linear non-regenerative strategy is applied at each relay no...
We study a stochastic optimization problem that has its roots in financial portfolio design. The problem has a specified deterministic objective function and constraints on the co...
This paper proposes an approach to the solution of multi-objective optimisation problems that delivers a single, preferred solution. A conventional, population-based, multiobjectiv...
The design of inference algorithms for discrete-valued Markov Random Fields constitutes an ongoing research topic in computer vision. Large state-spaces, none-submodular energy-fun...