452 search results - page 32 / 91 » A mean field approach for optimization in discrete time |
PAAMS
2010
Springer
15 years 2 months ago
2010
Springer
In this paper, we introduce a new heuristic search algorithm based on mean values for anytime planning, called MHSP. It consists in associating the principles of UCT, a bandit-base...
FSS
2002
14 years 9 months ago
2002
The mean-variance methodology for the portfolio selection problem, originally proposed by Markowitz, has been one of the most important research fields in modern finance. In this ...
EOR
2006
14 years 9 months ago
2006
We consider multi-period portfolio selection problems for a decision maker with a specified utility function when the variance of security returns is described by a discrete time ...
MP
2006
14 years 9 months ago
2006
In this paper, we propose a new methodology for handling optimization problems with uncertain data. With the usual Robust Optimization paradigm, one looks for the decisions ensurin...
CGF
2010
14 years 8 months ago
2010
In this paper we present an extended critical point concept which allows us to apply vector field topology in the case of unsteady flow. We propose a measure for unsteadiness wh...