Sciweavers

1927 search results - page 69 / 386
» UMDAs for dynamic optimization problems
Sort
View
93
Voted
AUTOMATICA
2006
183views more  AUTOMATICA 2006»
15 years 20 days ago
Bank management via stochastic optimal control
This paper examines a problem related to the optimal risk management of banks in a stochastic dynamic setting. In particular, we minimize7 market and capital adequacy risk that in...
Janine Mukuddem-Petersen, Mark Adam Petersen
GECCO
2006
Springer
220views Optimization» more  GECCO 2006»
15 years 4 months ago
Comparing evolutionary algorithms on the problem of network inference
In this paper, we address the problem of finding gene regulatory networks from experimental DNA microarray data. We focus on the evaluation of the performance of different evoluti...
Christian Spieth, Rene Worzischek, Felix Streicher...
WSC
2008
15 years 2 months ago
Approximate dynamic programming: Lessons from the field
Approximate dynamic programming is emerging as a powerful tool for certain classes of multistage stochastic, dynamic problems that arise in operations research. It has been applie...
Warren B. Powell
LSSC
2005
Springer
15 years 6 months ago
Ant Algorithm for Grid Scheduling Problem
Abstract. Grid computing is a form of distributed computing that involves coordinating and sharing computing, application, data storage or network resources across dynamic and geog...
Stefka Fidanova, Mariya K. Durchova
FOCS
2004
IEEE
15 years 4 months ago
Approximating the Stochastic Knapsack Problem: The Benefit of Adaptivity
We consider a stochastic variant of the NP-hard 0/1 knapsack problem in which item values are deterministic and item sizes are independent random variables with known, arbitrary d...
Brian C. Dean, Michel X. Goemans, Jan Vondrá...