Abstract— In this paper, we consider a class of continuoustime, continuous-space stochastic optimal control problems. Building upon recent advances in Markov chain approximation ...
Heuristics are an increasingly popular solution method for combinatorial optimization problems. Heuristic use often frees the modeler from some of the restrictions placed on class...
A new stochastic optimization algorithm referred to by the authors as the `Mean-Variance Optimization' (MVO) algorithm is presented in this paper. MVO falls into the category ...
Istvan Erlich, Ganesh K. Venayagamoorthy, Nakawiro...
Abstract--In this paper, we propose track routing and optimization for yield (TROY), the first track router for the optimization of yield loss due to random defects. As the probabi...
—This paper presents a new cooperative coevolving particle swarm optimization (CCPSO) algorithm in an attempt to address the issue of scaling up particle swarm optimization (PSO)...