2958 search results - page 3 / 592 » Optimal Transportation Problem by Stochastic Optimal Control |
SAGA
2005
Springer
13 years 10 months ago
2005
Springer
Two general-purpose metaheuristic algorithms for solving multiobjective stochastic combinatorial optimization problems are introduced: SP-ACO (based on the Ant Colony Optimization ...
AUTOMATICA
2008
13 years 5 months ago
2008
: For an infinite-horizon optimal control problem, the cost does not, in general, converge. The classical work-around to this problem is to introduce a discount or "forgetting...
SIGMETRICS
2004
ACM
13 years 10 months ago
2004
ACM
Low priority data transfer across the wide area is useful in several contexts, for example for the dissemination of large files such as OS updates, content distribution or prefet...
WSC
2004
13 years 6 months ago
2004
Recently, simulation-based methods have been successfully used for solving challenging stochastic optimization problems and equilibrium models. Here we report some of the recent p...
AUTOMATICA
2006
13 years 5 months ago
2006
This paper examines a problem related to the optimal risk management of banks in a stochastic dynamic setting. In particular, we minimize7 market and capital adequacy risk that in...