We formulate and study a new variant of the k-armed bandit problem, motivated by e-commerce applications. In our model, arms have (stochastic) lifetime after which they expire. In...
Deepayan Chakrabarti, Ravi Kumar, Filip Radlinski,...
The Multi-Compartment Vehicle Routing Problem (MC-VRP) consists of designing transportation routes to satisfy the demands of a set of costumers for several products that because o...
Jorge E. Mendoza, Bruno Castanier, Christelle Gu&e...
A new language and inference algorithm for stochastic modeling is presented. This work refines and generalizes the stochastic functional language originally proposed by [1]. The l...
We study the quantitative stability of linear multistage stochastic programs under perturbations of the underlying stochastic processes. It is shown that the optimal values behave...