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FOCM
2011
175views more  FOCM 2011»
14 years 11 months ago
Convergence of Fixed-Point Continuation Algorithms for Matrix Rank Minimization
The matrix rank minimization problem has applications in many fields such as system identification, optimal control, low-dimensional embedding etc. As this problem is NP-hard in ...
Donald Goldfarb, Shiqian Ma
TCS
2010
15 years 2 months ago
Stability analysis of the reproduction operator in bacterial foraging optimization
One of the major operators of Bacterial Foraging Optimization Algorithm (BFOA) is the reproduction phenomenon of virtual bacteria each of which models one trial solution of the op...
Arijit Biswas, Swagatam Das, Ajith Abraham, Sambar...
SIAMCO
2002
87views more  SIAMCO 2002»
15 years 4 months ago
Optimal Consumption and Portfolio with Both Fixed and Proportional Transaction Costs
We consider a market model with one riskfree and one risky asset, in which the dynamics of the risky asset is governed by a geometric Brownian motion. In this market we consider a...
Bernt Oksendal, Agnès Sulem
GECCO
2006
Springer
159views Optimization» more  GECCO 2006»
15 years 8 months ago
Multi-step environment learning classifier systems applied to hyper-heuristics
Heuristic Algorithms (HA) are very widely used to tackle practical problems in operations research. They are simple, easy to understand and inspire confidence. Many of these HAs a...
Javier G. Marín-Blázquez, Sonia Schu...
ML
1998
ACM
101views Machine Learning» more  ML 1998»
15 years 4 months ago
Elevator Group Control Using Multiple Reinforcement Learning Agents
Recent algorithmic and theoretical advances in reinforcement learning (RL) have attracted widespread interest. RL algorithmshave appeared that approximatedynamic programming on an ...
Robert H. Crites, Andrew G. Barto