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CEC
2010
IEEE
15 years 1 months ago
A Mean-Variance Optimization algorithm
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...
DAC
2000
ACM
16 years 1 months ago
Dynamic power management of complex systems using generalized stochastic Petri nets
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...
Qinru Qiu, Qing Wu, Massoud Pedram
CDC
2009
IEEE
151views Control Systems» more  CDC 2009»
15 years 5 months ago
Shortest path optimization under limited information
— 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...
Michael Rinehart, Munther A. Dahleh
90
Voted
SIAMCO
2008
116views more  SIAMCO 2008»
15 years 11 days ago
Optimal Reflection of Diffusions and Barrier Options Pricing under Constraints
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...
Bruno Bouchard
113
Voted
GECCO
2005
Springer
127views Optimization» more  GECCO 2005»
15 years 6 months ago
The enhanced evolutionary tabu search and its application to the quadratic assignment problem
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...
John F. McLoughlin III, Walter Cedeño