Stochastic Optimization
In combinatorial optimization problems such as optimal scheduling and resource allocation, the variables that define the problem instance are typically not known to arbitrary precision in advance due to measurement noise and system failures. This project aims at developing optimization techniques and languages to compute robust and alterable solutions to stochastic optimization problems.
Project status: Active
Project Home Page: http://www.cs.brown.edu/research/finance/projects.html
People
| Pascal Van Hentenryck |
Publications
Upfal, E. Tutorial: Performance analysis of dynamic network processes. In Proceedings of the 44th Annual Symposium on Foundations of Computer Science (2003). [ pdf ]
Hauskrecht, M., and Upfal, E. A clustering approach to solving large stochastic planning problems. In Proceedings of the 17th Conference on Uncertainty in Artificial Intelligence (UAI-2001) (Aug 2001), pp. 219-226. [ pdf ]
Hauskrecht, M., Ortiz, L., Tsochantaridis, I., and Upfal, E. Efficient methods for computing investment strategies for multi-market commodity trading. Applied Artificial Intelligence 15 (2001), 429-452. [ pdf ]
Hauskrecht, M., Ortiz, L., Tsochantaridis, I., and Upfal, E. Computing global strategies for multi-market commodity trading. In Proceedings of the Fifth International Conference on Artificial Intelligence Planning and Scheduling (AIPS2000) (Apr 2000), pp. 159-166. [ pdf ]
Hauskrecht, M., Pandurangan, G., and Upfal, E. Computing near optimal strategies for stochastic investment planning problems. In Proceedings of the 16th International Joint Conference on Artificial Intelligence (Jul 1999), pp. 1310-1315. [ pdf ]
Raghavan, P., and Upfal, E. Stochastic contention resolution with short delays. SIAM J. on Computing 28 (1998), 709-719. [ pdf ]
Shavit, N., Upfal, E., and Zemach, A. A steady state analysis of diffracting trees. Theory of Computing Systems 31 (1998), 403-423. [ pdf ]
Upfal, E. Design and analysis of dynamic processes: a stochastic approach. In Proceedings of the 6th Annual European Symposium on Algorithms (Venice, Italy, Aug 1998), pp. 26-34. [ pdf ]
Upfal, E. Stochastic analysis of dynamic processes. In Proceedings of the 11th International Symposium on Fundamentals of Computation Theory (Krakow, Poland, Sep 1997), pp. 85-92.
Shavit, N., Upfal, E., and Zemach, A. A steady state analysis of diffraction trees. In Proceedings of the Eighth Annual ACM Symposium on Parallel Algorithms and Architectures (1996), pp. 33-41. [ pdf ]
Raghavan, P., and Upfal, E. Stochastic contention resolution with short delays. In Proceedings of the 27th ACM Symposium on Theory of Computing (1995), pp. 229-237. [ pdf ]
Shamir, E., and Upfal, E. A probabilistic approach to the load-sharing problem. Journal of Parallel and Distributed Computing 4 (1987), 521-530.
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