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ANOR
2010
85views more  ANOR 2010»
15 years 6 months ago
Inventory management with partially observed nonstationary demand
Abstract. We consider a continuous-time model for inventory management with Markov modulated non-stationary demands. We introduce active learning by assuming that the state of the ...
Erhan Bayraktar, Michael Ludkovski
JMLR
2006
105views more  JMLR 2006»
15 years 6 months ago
Linear State-Space Models for Blind Source Separation
We apply a type of generative modelling to the problem of blind source separation in which prior knowledge about the latent source signals, such as time-varying auto-correlation a...
Rasmus Kongsgaard Olsson, Lars Kai Hansen
NETWORKS
2010
15 years 5 months ago
A mean-variance model for the minimum cost flow problem with stochastic arc costs
This paper considers a minimum cost flow problem where arc costs are uncertain, and the decision maker wishes to minimize both the expected flow cost and the variance of this co...
Stephen D. Boyles, S. Travis Waller
PAA
2010
15 years 5 months ago
A simple iterative algorithm for parsimonious binary kernel Fisher discrimination
By applying recent results in optimization theory variously known as optimization transfer or majorize/minimize algorithms, an algorithm for binary, kernel, Fisher discriminant ana...
Robert F. Harrison, Kitsuchart Pasupa
FLAIRS
2010
15 years 4 months ago
Decision-Theoretic Simulated Annealing
The choice of a good annealing schedule is necessary for good performance of simulated annealing for combinatorial optimization problems. In this paper, we pose the simulated anne...
Todd W. Neller, Christopher J. La Pilla