Listagem por autor "Juditsky, Anatoli"

Itens para a visualização no momento 1-3 of 3

    • Change detection via affine and quadratic detectors 

      Cao, Yang; Nemirovskiĭ, A. S.; Xie, Yao; Guigues, Vincent Gérard Yannick; Juditsky, Anatoli
      2018
      The goal of the paper is to develop a specific application of the convex optimization based hypothesis testing techniques developed in A. Juditsky, A. Nemirovski, “Hypothesis testing via affine detectors,” Electronic Journal ...

    • Constant Depth Decision Rules for Multistage Stochastic Convex Programs 

      Guigues, Vincent Gérard Yannick; Juditsky, Anatoli; Nemirovski, Arkadi Semenovich
      2020-05
      In this paper, we introduce a new class of decision rules called Constant Depth Decision Rules (CDDRs) for Multistage Stochastic Convex Programs (MSCP) depending on a parame- ter Mi called the depth of the decision rules. ...

    • Non-asymptotic confidence bounds for the optimal value of a stochastic program 

      Guigues, Vincent Gérard Yannick; Juditsky, Anatoli; Nemirovski, Arkadi Semenovich
      2016
      We discuss a general approach to building non-asymptotic confidence bounds for stochastic optimization problems. Our principal contribution is the observation that a Sample Average Approximation of a problem supplies upper ...