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cs.DS2009
Correlation Robust Stochastic Optimization
Shipra Agrawal, Yichuan Ding, Amin Saberi +1
We consider a robust model proposed by Scarf, 1958, for stochastic optimization when only the marginal probabilities of (binary) random variables are given, and the correlation bet…
cs.DS2008★ 4 cited
Stochastic Combinatorial Optimization under Probabilistic Constraints
Shipra Agrawal, Amin Saberi, Yinyu Ye
In this paper, we present approximation algorithms for combinatorial optimization problems under probabilistic constraints. Specifically, we focus on stochastic variants of two imp…