A new stochastic optimization algorithm referred to by the authors as the `Mean-Variance Optimization' (MVO) algorithm is presented in this paper. MVO falls into the category ...
Istvan Erlich, Ganesh K. Venayagamoorthy, Nakawiro...
In this paper, we introduce a new technique for modeling and solving the dynamic power management (DPM) problem for systems with complex behavioral characteristics such as concurr...
— The problem of finding an optimal path in an uncertain graph arises in numerous applications, including network routing, path-planning for vehicles, and the control of finite...
We introduce a new class of control problems in which the gain depends on the solution of a stochastic differential equation reflected at the boundary of a bounded domain, along d...
We describe the Enhanced Evolutionary Tabu Search (EE-TS) local search technique. The EE-TS metaheuristic technique combines Reactive Tabu Search with evolutionary computing eleme...