79 search results - page 3 / 16 » Bank management via stochastic optimal control |
100
Voted
AUTOMATICA
2006
14 years 10 months ago
2006
A simulation-based optimization framework involving simultaneous perturbation stochastic approximation (SPSA) is presented as a means for optimally specifying parameters of intern...
DATE
2008
IEEE
15 years 4 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...
96
Voted
ICCD
2006
IEEE
15 years 7 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. ...
SIAMCO
2008
14 years 10 months 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...
80
Voted
ANOR
2005
14 years 10 months 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...