917 search results - page 29 / 184 » Generalized Solutions in Nonlinear Stochastic Control Proble... |
106
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CCE
2004
15 years 1 months ago
2004
This paper treats the solution of nonlinear optimization problems involving discrete decision variables, also known as generalized disjunctive programming (GDP) or mixed-integer n...
102
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EOR
2010
2010
Optimal asset allocation for aggregated defined benefit pension funds with stochastic interest rates
15 years 2 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 ...
115
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HYBRID
2005
Springer
15 years 7 months ago
2005
Springer
This paper deals with polynomial stochastic hybrid systems (pSHSs), which generally correspond to stochastic hybrid systems with polynomial continuous vector fields, reset maps, a...
DAGSTUHL
2004
15 years 3 months ago
2004
We study the optimal approximation of the solution of an operator equation A(u) = f by four types of mappings: a) linear mappings of rank n; b) n-term approximation with respect t...
135
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FOCS
2007
IEEE
15 years 8 months ago
2007
IEEE
We consider a variant of the classic multi-armed bandit problem (MAB), which we call FEEDBACK MAB, where the reward obtained by playing each of n independent arms varies according...