1359 search results - page 29 / 272 » Neural Dynamics with Stochasticity |
61
Voted
ICCS
2004
Springer
15 years 3 months ago
2004
Springer
In this paper we develop a dynamic stochastic programming model for bond portfolio management. A new risk measurement-shortfall cost is put forward. It allows more tangible express...
AUTOMATICA
2011
14 years 4 months ago
2011
Previously, idempotent methods have been found to be extremely fast for solution of dynamic programming equations associated with deterministic control problems. The original meth...
AI
2000
Springer
14 years 9 months ago
2000
Springer
Markov decisionprocesses(MDPs) haveproven to be popular models for decision-theoretic planning, but standard dynamic programming algorithms for solving MDPs rely on explicit, stat...
64
Voted
COR
2008
14 years 9 months ago
2008
Discrete-time optimal control problems arise naturally in many economic problems. Despite the rapid growth in computing power and new developments in the literature, many economic...
EOR
2008
14 years 9 months ago
2008
We develop a multi-stage stochastic programming model for international portfolio management in a dynamic setting. We model uncertainty in asset prices and exchange rates in terms...