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 ...
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...
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...
By applying recent results in optimization theory variously known as optimization transfer or majorize/minimize algorithms, an algorithm for binary, kernel, Fisher discriminant ana...
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...