We combine three threads of research on approximate dynamic programming: sparse random sampling of states, value function and policy approximation using local models, and using lo...
This work discusses the issue of approximation in point set matching problems. In general, one may have two classes of approximations when tackling a matching problem: a representa...
This paper describes a scalable algorithm for solving multiobjective decomposable problems by combining the hierarchical Bayesian optimization algorithm (hBOA) with the nondominat...
In this paper we formulate a combinatorial auction brokering problem as a set packing problem and apply a simulated annealing heuristic with hybrid local moves to solve the proble...
In financial engineering the problem of portfolio selection has drawn much attention in the last decades. But still unsolved problems remain, while on the one hand the type of mod...