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Microsoft
Approximation Techniques for Stochastic Optimization Problems
In this talk we will present approximation algorithms (and general techniques) for some basic problems in the field of stochastic optimization. A canonical problem is stochastic knapsack: we are given a knapsack of size B, and a collection of items, where the items have stochastic sizes and rewards (the distributions are known in advance). The
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Stochastic Programming Applications
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