Abstract The paper provides a condition for differentiability as well as an equivalent criterion for Lipschitz continuity of singular normal distributions. Such distributions are o...
Over the past several decades, the compiler research community has developed a number of sophisticated and powerful algorithms for a varierty of code improvements. While there are...
Bruce R. Childers, Jack W. Davidson, Mary Lou Soff...
We propose solving continuous parametric simulation optimizations using a deterministic nonlinear optimization algorithm and sample-path simulations. The optimization problem is w...
Michael C. Ferris, Todd S. Munson, Krung Sinapirom...
In this paper we present a new evolutionary method for complex-process optimization. It is partially based on principles of the scatter search methodology, but it makes use of inn...
This paper studies the optimization of observation channels (stochastic kernels) in partially observed stochastic control problems. In particular, existence, continuity, and convex...