One would imagine that an AI capable of solving the hardest Olympiad problems would naturally produce novel scientific ...
Abstract: We consider stochastic optimization problems with non-convex functional constraints, such as those arising in trajectory generation, sparse approximation, and robust classification. To this ...
A global research team led by scientists from China’s Tianjin Renai College has developed a novel stochastic optimization technique for enhanced dispatching and operational efficiency in PV-powered ...
ABSTRACT: Accurate measurement of time-varying systematic risk exposures is essential for robust financial risk management. Conventional asset pricing models, such as the Fama-French three-factor ...
1 School of Mathematics and Statistics, Sichuan University of Science and Engineering, Zigong, China. 2 Institute of Computational Mathematics and Scientific/Engineering Computing, Chinese Academy of ...
In this talk we will present approximation algorithms (and general techniques) for some basic problems in the field of stochastic optimization. A canonical problem is stochastic knapsack: we are given ...