57 search results - page 4 / 12 » On a linear programming approach to the discrete Willmore bo... |
IMCSIT
2010
13 years 3 months ago
2010
The portfolio optimization problem is modeled as a mean-risk bicriteria optimization problem where the expected return is maximized and some (scalar) risk measure is minimized. In ...
UAI
2004
13 years 7 months ago
2004
Although many real-world stochastic planning problems are more naturally formulated by hybrid models with both discrete and continuous variables, current state-of-the-art methods ...
ATAL
2009
Springer
14 years 17 days ago
2009
Springer
In this paper we address the problem of decentralised coordination for agents that must make coordinated decisions over continuously valued control parameters (as is required in m...
JAIR
2006
13 years 6 months ago
2006
Efficient representations and solutions for large decision problems with continuous and discrete variables are among the most important challenges faced by the designers of automa...
AAAI
2006
13 years 7 months ago
2006
Markov decision processes (MDPs) with discrete and continuous state and action components can be solved efficiently by hybrid approximate linear programming (HALP). The main idea ...