Copertina

Random Walks with Traversal Costs: Variance-Aware Performance Analysis and Network Optimization

Fuente: arXiv

Salvato in:

Dettagli Bibliografici
Autori principali:	Le, Thao, van der Burg, Robbert, Heidergott, Bernd, Lindner, Ines, Zocca, Alessandro
Natura:	Preprint
Pubblicazione:	2026
Soggetti:	Optimization and Control Probability
Accesso online:	Acceder al recurso
Tags:	Aggiungi Tag Nessun Tag, puoi essere il primo ad aggiungerne!!

Documenti analoghi

A First-Order Gradient Approach for the Connectivity Optimization of Markov Chains
di: Franssen, Christian P. C., et al.
Pubblicazione: (2024)

Accelerating Distributed Stochastic Optimization via Self-Repellent Random Walks
di: Hu, Jie, et al.
Pubblicazione: (2024)

Variance Decay Property for Filter Stability
di: Kim, Jin Won, et al.
Pubblicazione: (2023)

A Pseudo-Gradient Approach for Model-free Markov Chain Optimization
di: Dieleman, Nanne A., et al.
Pubblicazione: (2024)

Mixed-integer linear programming approaches for tree partitioning of power networks
di: Lan, Leon, et al.
Pubblicazione: (2021)

LOTUS: A Warm-Start Framework for Powering Dual Decomposition in Large-Scale Two-Stage Stochastic Programs
di: Cornielje, Emma, et al.
Pubblicazione: (2026)

A Fast Heuristic for Stochastic Steiner Tree Problems
di: Markhorst, Berend, et al.
Pubblicazione: (2026)

Randomized Routing to Remote Queues
di: He, Shuangchi, et al.
Pubblicazione: (2025)

On Exponential Convergence of Random Variables
di: Tarłowski, Dawid
Pubblicazione: (2024)

Optimization of inventory and capacity in large-scale assembly systems using extreme-value theory
di: Meijer, Mirjam S., et al.
Pubblicazione: (2021)

Integrality Gaps for Random Integer Programs via Discrepancy
di: Borst, Sander, et al.
Pubblicazione: (2022)

Optimal Structure of Signal Networks for Efficient Information Aggregation
di: Heidergott, Bernd, et al.
Pubblicazione: (2025)

Stochastic Approximation Methods for Distortion Risk Measure Optimization
di: Jiang, Jinyang, et al.
Pubblicazione: (2025)

Hopf-Lax approximation for value functions of Lévy optimal control problems
di: Kupper, Michael, et al.
Pubblicazione: (2025)

Optimal Policy Characterization for a Class of Multi-Dimensional Ergodic Singular Stochastic Control Problems
di: Calvia, Alessandro, et al.
Pubblicazione: (2025)

Codifferentials and Quasidifferentials of the Expectation of Nonsmooth Random Integrands and Two-Stage Stochastic Programming
di: Dolgopolik, M. V.
Pubblicazione: (2021)

Particle Filter Optimization: A Bayesian Approach for Global Stochastic Optimization
di: Eslami, Mostafa, et al.
Pubblicazione: (2024)

Distributionally robust monopoly pricing: Switching from low to high prices in volatile markets
di: van Eck, Tim S. G., et al.
Pubblicazione: (2024)

A Two-Step Warm Start Method Used for Solving Large-Scale Stochastic Mixed-Integer Problems
di: Markhorst, Berend, et al.
Pubblicazione: (2024)

Future-proof ship pipe routing: navigating the energy transition
di: Markhorst, Berend, et al.
Pubblicazione: (2023)

Chance-Constrained Optimization with Complex Variables
di: Madani, Raneem, et al.
Pubblicazione: (2025)

LIPO+: Frugal Global Optimization for Lipschitz Functions
di: Serré, Gaëtan, et al.
Pubblicazione: (2024)

A generalized moment approach to sharp bounds for conditional expectations
di: van Eekelen, Wouter J. E. C.
Pubblicazione: (2023)

Guarantees for Spontaneous Synchronization on Random Geometric Graphs
di: Abdalla, Pedro, et al.
Pubblicazione: (2022)

An Unconstrained Optimization Approach to Moment Fitting with Phase Type Distributions
di: Sherzer, Eliran, et al.
Pubblicazione: (2025)

Enhancing Exploration in Global Optimization by Noise Injection in the Probability Measures Space
di: Serré, Gaëtan, et al.
Pubblicazione: (2026)

Optimization Based Data Enrichment Using Stochastic Dynamical System Models
di: Kearney, Griffin M., et al.
Pubblicazione: (2023)

Backward Map for Filter Stability Analysis
di: Kim, Jin Won, et al.
Pubblicazione: (2024)

Model Risk Static-Hedging a Constrained Distributionally Robust Optimization approach
di: Sauldubois, Nathan
Pubblicazione: (2026)

Distribution-free expectation operators for robust pricing and stocking with heavy-tailed demand
di: Kleer, Pieter, et al.
Pubblicazione: (2024)

Geometric Trajectory Optimization for TRACON Arrivals: An NLP Approach with ATC Vectoring Maneuver Modeling
di: Pang, Yutian, et al.
Pubblicazione: (2026)

Sensitivity Analysis of Distributionally Robust BSDEs and RBSDEs
di: Compoint, Arthur, et al.
Pubblicazione: (2025)

Same-day or next-day? Transparent time-dependent shipment pricing for e-fulfillment
di: Mohring, Uta, et al.
Pubblicazione: (2023)

Two-Stage Distributionally Robust Optimization: Intuitive Understanding and Algorithm Development from the Primal Perspective
di: Lu, Zhengsong, et al.
Pubblicazione: (2024)

A Hierarchical Approach to Robust Stability of Multiclass Queueing Networks
di: Zhao, Feiyang, et al.
Pubblicazione: (2023)

Variance strikes back: sub-game--perfect Nash equilibria in time-inconsistent $N$-player games, and their mean-field sequel
di: Possamaï, Dylan, et al.
Pubblicazione: (2025)

Iteration Complexity and Finite-Time Efficiency of Adaptive Sampling Trust-Region Methods for Stochastic Derivative-Free Optimization
di: Ha, Yunsoo, et al.
Pubblicazione: (2023)

Optimal Scheduling of Uplink-Downlink Networked Control Systems with Energy Harvesting Sensor
di: Dutta, Manali, et al.
Pubblicazione: (2024)

A Non-convex Optimization Approach of Searching Algebraic Degree Phase-type Representations for General Phase-type Distributions
di: Liu, Yujie, et al.
Pubblicazione: (2024)

Trajectory-Based Optimization for Air Traffic Control in the Terminal Maneuvering Area
di: Pang, Yutian, et al.
Pubblicazione: (2026)