The Cross-Entropy (CE) method is a modern and effective optimization method well suited to parallel implementations. There is a vast array of problems today, some of which are hig...
Gareth E. Evans, Jonathan M. Keith, Dirk P. Kroese
In this paper optimal control problems governed by the wave equation with control constraints are analyzed. Three types of control action are considered: distributed control, Neuma...
We consider discrete stochastic optimization problems where the objective function can only be estimated by a simulation oracle; the oracle is defined only at the discrete points....
The links between genetic algorithms and population-based Markov Chain Monte Carlo (MCMC) methods are explored. Genetic algorithms (GAs) are well-known for their capability to opt...
Abstract--The particle swarm is an algorithm for finding optimal regions of complex search spaces through the interaction of individuals in a population of particles. Even though t...