"Microsoft Research Audio 103823: Approximation Algorithms For Discrete Stochastic Optimization Problems" - Information and Links:

Microsoft Research Audio 103823: Approximation Algorithms For Discrete Stochastic Optimization Problems - Info and Reading Options

"Microsoft Research Audio 103823: Approximation Algorithms For Discrete Stochastic Optimization Problems" and the language of the book is English.


“Microsoft Research Audio 103823: Approximation Algorithms For Discrete Stochastic Optimization Problems” Metadata:

  • Title: ➤  Microsoft Research Audio 103823: Approximation Algorithms For Discrete Stochastic Optimization Problems
  • Author:
  • Language: English

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  • Internet Archive ID: ➤  Microsoft_Research_Audio_103823

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"Microsoft Research Audio 103823: Approximation Algorithms For Discrete Stochastic Optimization Problems" Description:

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<p>We will survey recent work in the design of approximation algorithms for several discrete stochastic optimization problems, with a particular focus on 2-stage problems with recourse. In each of the problems we discuss, we are given a probability distribution over inputs, and the aim is to find a feasible solution that minimizes the expected cost of the solution found (with respect to the input distribution); an approximation algorithm finds a solution that is guaranteed to be nearly optimal. Among the specific problems that we shall discuss are stochastic generalizations of the traditional deterministic facility location problem, a simple single-machine scheduling problem, and the traveling salesman problem.These results build on techniques initially developed in the context of deterministic approximation, including rounding approaches, primal-dual algorithms, as well as a simple random sampling technique. Furthermore, although the focus of this stream of work was for discrete optimization problems, new insights for solving 2-stage stochastic linear programming problems were gained along the way.</p><div class="fs30">©2008 Microsoft Corporation. All rights reserved.</div>

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  • Added Date: 2013-11-23 13:28:59

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