Allocating scarce resources among agents to maximize global utility is, in general, computationally challenging. We focus on problems where resources enable agents to execute acti...
We describe and analyze a simple and effective iterative algorithm for solving the optimization problem cast by Support Vector Machines (SVM). Our method alternates between stocha...
In the multi-armed bandit (MAB) problem there are k distributions associated with the rewards of playing each of k strategies (slot machine arms). The reward distributions are ini...
Abstract. The computation of the probability of string generation according to stochastic grammars given only some of the symbols that compose it underlies pattern recognition prob...
Abstract. We investigate the quality of solutions obtained from sample-average approximations to two-stage stochastic linear programs with recourse. We use a recently developed sof...