79 search results - page 3 / 16 » Bank management via stochastic optimal control |
119
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AUTOMATICA
2006
15 years 12 days ago
2006
A simulation-based optimization framework involving simultaneous perturbation stochastic approximation (SPSA) is presented as a means for optimally specifying parameters of intern...
115
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DATE
2008
IEEE
15 years 6 months ago
2008
IEEE
- The effectiveness of stochastic power management relies on the accurate system and workload model and effective policy optimization. Workload modeling is a machine learning proce...
114
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ICCD
2006
IEEE
15 years 9 months ago
2006
IEEE
This paper proposes a stochastic dynamic thermal management (DTM) technique in high-performance VLSI system with especial attention to the uncertainty in temperature observation. ...
100
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SIAMCO
2008
15 years 8 days ago
2008
We consider stochastic impulse control problems where the process is driven by one-dimensional diffusions. Impulse control problems are widely applied to financial engineering and...
100
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ANOR
2005
15 years 8 days ago
2005
This paper addresses the problem of loading a finite capacity, stochastic (random) and dynamic multi-project system. The system is controlled by keeping a constant number of projec...