Network design for information networks
SODA '05 Proceedings of the sixteenth annual ACM-SIAM symposium on Discrete algorithms
Sampling-based Approximation Algorithms for Multi-stage Stochastic
FOCS '05 Proceedings of the 46th Annual IEEE Symposium on Foundations of Computer Science
How to Pay, Come What May: Approximation Algorithms for Demand-Robust Covering Problems
FOCS '05 Proceedings of the 46th Annual IEEE Symposium on Foundations of Computer Science
Provably near-optimal sampling-based algorithms for Stochastic inventory control models
Proceedings of the thirty-eighth annual ACM symposium on Theory of computing
Asking the right questions: model-driven optimization using probes
Proceedings of the twenty-fifth ACM SIGMOD-SIGACT-SIGART symposium on Principles of database systems
Approximation algorithms for budgeted learning problems
Proceedings of the thirty-ninth annual ACM symposium on Theory of computing
Model-driven optimization using adaptive probes
SODA '07 Proceedings of the eighteenth annual ACM-SIAM symposium on Discrete algorithms
Approximation algorithms for stochastic and risk-averse optimization
SODA '07 Proceedings of the eighteenth annual ACM-SIAM symposium on Discrete algorithms
Query answering techniques on uncertain and probabilistic data: tutorial summary
Proceedings of the 2008 ACM SIGMOD international conference on Management of data
Permutation betting markets: singleton betting with extra information
Proceedings of the 9th ACM conference on Electronic commerce
Approximation Algorithms for 2-Stage Stochastic Scheduling Problems
IPCO '07 Proceedings of the 12th international conference on Integer Programming and Combinatorial Optimization
Infrastructure Leasing Problems
IPCO '07 Proceedings of the 12th international conference on Integer Programming and Combinatorial Optimization
Robust Combinatorial Optimization with Exponential Scenarios
IPCO '07 Proceedings of the 12th international conference on Integer Programming and Combinatorial Optimization
Two-Stage Robust Network Design with Exponential Scenarios
ESA '08 Proceedings of the 16th annual European symposium on Algorithms
Commitment under uncertainty: Two-stage stochastic matching problems
Theoretical Computer Science
Stochastic Steiner Tree with Non-uniform Inflation
APPROX '07/RANDOM '07 Proceedings of the 10th International Workshop on Approximation and the 11th International Workshop on Randomization, and Combinatorial Optimization. Algorithms and Techniques
The ratio index for budgeted learning, with applications
SODA '09 Proceedings of the twentieth Annual ACM-SIAM Symposium on Discrete Algorithms
Risk aversion min-period retiming under process variations
Proceedings of the 2009 Asia and South Pacific Design Automation Conference
Exceeding expectations and clustering uncertain data
Proceedings of the twenty-eighth ACM SIGMOD-SIGACT-SIGART symposium on Principles of database systems
On the Power of Robust Solutions in Two-Stage Stochastic and Adaptive Optimization Problems
Mathematics of Operations Research
How to probe for an extreme value
ACM Transactions on Algorithms (TALG)
Thresholded covering algorithms for robust and max-min optimization
ICALP'10 Proceedings of the 37th international colloquium conference on Automata, languages and programming
Polyhedral and algorithmic properties of quantified linear programs
ESA'10 Proceedings of the 18th annual European conference on Algorithms: Part I
Mathematics of Operations Research
Quantified linear programs: a computational study
ESA'11 Proceedings of the 19th European conference on Algorithms
Approximation algorithms for 2-stage stochastic optimization problems
FSTTCS'06 Proceedings of the 26th international conference on Foundations of Software Technology and Theoretical Computer Science
STACS'06 Proceedings of the 23rd Annual conference on Theoretical Aspects of Computer Science
Stochastic steiner trees without a root
ICALP'05 Proceedings of the 32nd international conference on Automata, Languages and Programming
Inventory and facility location models with market selection
IPCO'05 Proceedings of the 11th international conference on Integer Programming and Combinatorial Optimization
Approximation algorithms for stochastic inventory control models
IPCO'05 Proceedings of the 11th international conference on Integer Programming and Combinatorial Optimization
On two-stage stochastic minimum spanning trees
IPCO'05 Proceedings of the 11th international conference on Integer Programming and Combinatorial Optimization
What about wednesday? approximation algorithms for multistage stochastic optimization
APPROX'05/RANDOM'05 Proceedings of the 8th international workshop on Approximation, Randomization and Combinatorial Optimization Problems, and Proceedings of the 9th international conference on Randamization and Computation: algorithms and techniques
Sampling bounds for stochastic optimization
APPROX'05/RANDOM'05 Proceedings of the 8th international workshop on Approximation, Randomization and Combinatorial Optimization Problems, and Proceedings of the 9th international conference on Randamization and Computation: algorithms and techniques
Improved approximation results for stochastic knapsack problems
Proceedings of the twenty-second annual ACM-SIAM symposium on Discrete Algorithms
Single-source stochastic routing
APPROX'06/RANDOM'06 Proceedings of the 9th international conference on Approximation Algorithms for Combinatorial Optimization Problems, and 10th international conference on Randomization and Computation
Stochastic combinatorial optimization with controllable risk aversion level
APPROX'06/RANDOM'06 Proceedings of the 9th international conference on Approximation Algorithms for Combinatorial Optimization Problems, and 10th international conference on Randomization and Computation
Stochastic covering and adaptivity
LATIN'06 Proceedings of the 7th Latin American conference on Theoretical Informatics
An approximation algorithm for a facility location problem with stochastic demands and inventories
Operations Research Letters
ICALP'12 Proceedings of the 39th international colloquium conference on Automata, Languages, and Programming - Volume Part II
Algorithms for stochastic optimization of multicast content delivery with network coding
ACM Transactions on Multimedia Computing, Communications, and Applications (TOMCCAP)
Commitment under uncertainty: two-stage stochastic matching problems
ICALP'07 Proceedings of the 34th international conference on Automata, Languages and Programming
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Stochastic optimization problems attempt to model uncertainty in the data by assuming that (part of) the input is specified in terms of a probability distribution. We consider the well-studied paradigm of 2-stage models with recourse: first, given only distributional information about (some of) the data one commits on initial actions, and then once the actual data is realized (according to the distribution), further (recourse) actions can be taken. We give the first approximation algorithms for 2-stage discrete stochastic optimization problems with recourse for which the underlying random data is given by a "black box" and no restrictions are placed on the costs in the two stages, based on an FPRAS for the LP relaxation of the stochastic problem (which has exponentially many variables and constraints). Among the range of applications we consider are stochastic versions of the set cover, vertex cover, facility location, multicut (on trees), and multicommodity flow problems.