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137
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WSC
2007
15 years 6 months ago
Path-wise estimators and cross-path regressions: an application to evaluating portfolio strategies
Recently developed dual techniques allow us to evaluate a given sub-optimal dynamic portfolio policy by using the policy to construct an upper bound on the optimal value function....
Martin B. Haugh, Ashish Jain
133
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IAT
2005
IEEE
15 years 9 months ago
Dynamic Lightpath Protection in WDM optical Networks Using Ant-based Mobile Agents
In this paper, we consider the problem of dynamic lightpath protection in survivable WDM networks with single link failure model. Our work concerns in how to dynamically determine...
Son-Hong Ngo, Xiaohong Jiang, Susumu Horiguchi
136
Voted
GECCO
2005
Springer
155views Optimization» more  GECCO 2005»
15 years 9 months ago
Mission planning for joint suppression of enemy air defenses using a genetic algorithm
In this paper we present a genetic algorithm applied to the problem of mission planning for Joint Suppression of Enemy Air Defenses (JSEAD) in support of air strike operations. Th...
Jeffrey P. Ridder, Jason C. HandUber
129
Voted
WSC
2007
15 years 6 months ago
American option pricing under stochastic volatility: a simulation-based approach
We consider the problem of pricing American options when the volatility of the underlying asset price is stochastic. No specific stochastic volatility model is assumed for the st...
Arunachalam Chockalingam, Kumar Muthuraman
ROBOCUP
2007
Springer
99views Robotics» more  ROBOCUP 2007»
15 years 9 months ago
Instance-Based Action Models for Fast Action Planning
Abstract. Two main challenges of robot action planning in real domains are uncertain action effects and dynamic environments. In this paper, an instance-based action model is lear...
Mazda Ahmadi, Peter Stone