— We concern ourselves with the process of making optimized production planning decisions in the face of low frequency, high impact uncertainty, which takes the form of a small n...
—In this work we focus on a stochastic optimization based approach to make distributed routing and server management decisions in the context of large-scale, geographically distr...
In this paper we examine problems motivated by on-line financial problems and stochastic games. In particular, we consider a sequence of entirely arbitrary distinct values arrivin...
— We consider a financial decision problem involving dynamic investment decisions on a single risky instrument over multiple and discrete time periods. Investment returns are as...
Ufuk Topcu, Giuseppe Carlo Calafiore, Laurent El G...
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...