Optimization of large scale problems

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Especially combinatorial optimization using heuristic and statistical methods (e.g., the Cross Entropy method) and stochastic optimization.


Xu and S. Mannor.Distributionally Robust Markov Decision Processes, Mathematics of Operations Research, 2012.

Leduc-Primeau and S. Hemati and S. Mannor and W. Gross.Dithered Belief Propagation Decoding, IEEE Transactions on Communications, 2012.

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