329 search results - page 6 / 66 » Distributed solution of stochastic optimal control problems ... |
153
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IPPS
2007
IEEE
15 years 9 months ago
2007
IEEE
Particle Swarm Optimization (PSO) is a population-based stochastic optimization technique, which can be used to find an optimal, or near optimal, solution to a numerical and quali...
151
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KAIS
2008
15 years 3 months ago
2008
Much work on skewed, stochastic, high dimensional, and biased datasets usually implicitly solve each problem separately. Recently, we have been approached by Texas Commission on En...
139
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WINE
2007
Springer
15 years 9 months ago
2007
Springer
Internet search companies sell advertisement slots based on users’ search queries via an auction. Advertisers have to solve a complex optimization problem of how to place bids o...
124
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ICDM
2006
IEEE
15 years 9 months ago
2006
IEEE
Much work on skewed, stochastic, high dimensional, and biased datasets usually implicitly solve each problem separately. Recently however, we have been approached by Texas Commiss...
108
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EOR
2010
2010
Optimal asset allocation for aggregated defined benefit pension funds with stochastic interest rates
15 years 3 months ago
In this paper we study the optimal management of an aggregated pension fund of defined benefit type, in the presence of a stochastic interest rate. We suppose that the sponsor can ...