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1:01:48
Microsoft
Optimization under Uncertainty: Understanding the Correlation Gap
When faced with the challenge of making decisions in presence of multiple uncertainties, a common simplifying heuristic is to assume independence among various sources. Although popular, the effect of this heuristic on the solution quality is little understood. In this talk, I will examine the risk associated with ignoring correlations by ...
Jan 13, 2011
Optimization Algorithms
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You must c C reate an account to continue watching
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