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cs.LG2017★ 1 cited
Ranking and Selection as Stochastic Control
Yijie Peng, Edwin K. P. Chong, Chun-Hung Chen +1
Under a Bayesian framework, we formulate the fully sequential sampling and selection decision in statistical ranking and selection as a stochastic control problem, and derive the a…
math.OC2017
Polynomial-Time Methods to Solve Unimodular Quadratic Programs With Performance Guarantees
Shankarachary Ragi, Edwin K. P. Chong, Hans D. Mittelmann
We develop polynomial-time heuristic methods to solve unimodular quadratic programs (UQPs) approximately, which are known to be NP-hard. In the UQP framework, we maximize a quadrat…