Stochastic Combinatorial Optimization with Risk

Stochastic Combinatorial Optimization with Risk

We consider general combinatorial optimization problems that can be formulated as minimizing the weight of a feasible solution wT x over an arbitrary feasible set. For these problems we describe a broad class of corresponding stochastic problems where the weight vector W has independent random compo...

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Bibliographic Details
Main Author: Nikolova, Evdokia
Other Authors: David Karger
Published: 2008
Subjects:
approximation algorithms, combinatorial optimization, stochastic optimization, risk, nonconvex optimization, concave programming
Online Access:http://hdl.handle.net/1721.1/42837

Internet

http://hdl.handle.net/1721.1/42837

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