The subject of stochastic approximation was founded by Robbins and Monro [Ann. Math. Statist. 22 (1951) 400—407]. After five decades of continual development, it has developed into an important area ...

This course studies approximation algorithms – algorithms that are used for solving hard optimization problems. Such algorithms find approximate (slightly suboptimal) solutions to optimization ...

Mark Jerrum, Alistair Sinclair (UC Berkeley) and Eric Vigoda (Georgia Tech) received the Association for Computing Machinery (ACM) Test of Time Award at a virtual ceremony on Wednesday 23 June at the ...

Start working toward program admission and requirements right away. Work you complete in the non-credit experience will transfer to the for-credit experience when you ...

The stochastic root-finding problem is that of finding a zero of a vector-valued function known only through a stochastic simulation. The simulation-optimization problem is that of locating a ...