We present a line-search algorithm for large-scale continuous optimization. The algorithm is matrix-free in that it does not require the factorization of derivative matrices. Inste...
Abstract— This paper deals with the long run average continuous control problem of piecewise deterministic Markov processes (PDMP‘s) taking values in a general Borel space and ...
— Addressing dynamic optimization problems has attracted a growing interest from the evolutionary algorithm community in recent years due to its importance in the applications of...
Workflow enactment systems are becoming an effective solution to ease programming, deployment and execution of distributed applications in several domains such as telecommunicatio...
In financial engineering the problem of portfolio selection has drawn much attention in the last decades. But still unsolved problems remain, while on the one hand the type of mod...