Thursday, 14:15 - 14:40 h, Room: H 3021


Zhichao Zheng
Least square regret in stochastic discrete optimization

Coauthor: Chung Piaw Teo


We describe an approach to find good solution to combinatorial optimization problem, when the objective function is random. We use the notion of least square regret, i.e., the expected squared deviation from the optimal solution with perfect hindsight, to measure the performance of the proposed solution. This mimics the tracking error minimization approach often used in the portfolio optimization literature


Talk 3 of the invited session Thu.2.H 3021
"Combinatorial optimization under uncertainty" [...]
Cluster 2
"Combinatorial optimization" [...]


  quick loans . But at the same time, it acts only with sexual arousal. Viagra Online has a number of advantages in comparison with injections in the sexual organ or other procedures aimed at treatment of impotency.