Stochastic optimization

Results: 750



#Item
201Mathematical optimization / Equations / Operations research / Semimartingale / Bellman equation / Martingale / Dynamic programming / Stochastic calculus / Optimal control / Statistics / Martingale theory / Stochastic processes

The Bellman Equation for Power Utility Maximization with Semimartingales Marcel Nutz ETH Zurich, Department of Mathematics, 8092 Zurich, Switzerland First Version: December 9, 2009. This Version:

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Source URL: www.math.columbia.edu

Language: English - Date: 2011-07-12 11:24:16
202Statistical randomness / Stochastic / Operations research / Semiconductor device fabrication / Parallel computing / Virtualization / Terminology / Knowledge / Mathematical optimization / Science

CREATIV: Stochastic Processing Calculus: A New Methodology for Advanced Semiconductor Manufacturing and Data Center Networking PIs: J. G. Dai (Georgia Tech), B. Lin (UCSD), J. Xu (Georgia Tech) This CREATIV project aims

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Source URL: www.cc.gatech.edu

Language: English - Date: 2014-03-25 14:55:42
203University of California / United States Department of Energy National Laboratories / Ethology / Battelle Memorial Institute / Lawrence Livermore National Laboratory / Livermore Valley / Mathematical optimization / Data mining / Stochastic optimization / Science / Formal sciences / Knowledge

Do you need sophisticated tools for data-based decision analysis? Lawrence Livermore can turn highly complex, multi-modal data sets into information that can be applied to actionable decisions, optimally deployed resourc

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Source URL: data-analytics.llnl.gov

Language: English - Date: 2014-10-17 13:15:59
204Stochastic control / Virtual reality / Control theory / Mathematics / Partially observable Markov decision process / User interface / Markov decision process / Virtual fixture / Lyapunov stability / Statistics / Dynamic programming / Markov processes

Shared Autonomy via Hindsight Optimization Shervin Javdani, Siddhartha S. Srinivasa, J. Andrew Bagnell The Robotics Institute, Carnegie Mellon University {sjavdani, siddh, dbagnell}@cs.cmu.edu Abstract—In shared autono

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Source URL: www.ri.cmu.edu

Language: English - Date: 2015-05-06 09:31:40
205Stochastic optimization / Inter-process communication / Parallel computing / Vector clock / Distributed computing / Futures and promises / Lasso / Ant colony optimization algorithms / Bulk synchronous parallel / Concurrent computing / Computing / Distributed algorithms

More Effective Distributed ML via a Stale Synchronous Parallel Parameter Server †Qirong Ho, †James Cipar, §Henggang Cui, †Jin Kyu Kim, †Seunghak Lee, ‡Phillip B. Gibbons, †Garth A. Gibson, §Gregory R. Gange

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Source URL: papers.nips.cc

Language: English - Date: 2014-11-26 14:10:57
206Applied mathematics / Linear programming / Mathematical optimization / K-means clustering / Cluster analysis / Stochastic / Numerical analysis / Statistics / Mathematics / Operations research

Performance Optimization of a Parallel, Two Stage Stochastic Linear Program Akhil Langer‡ , Ramprasad Venkataraman‡ , Udatta Palekar∗ , Laxmikant V. Kale‡ ‡ Dept of Computer Science, ∗ College of Business Uni

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Source URL: charm.cs.illinois.edu

Language: English - Date: 2012-10-13 15:37:06
207Science / Applied mathematics / Monte Carlo method / Linear programming / Stochastic programming / Stochastic optimization / Genetic algorithm / Global optimization / Dynamic programming / Mathematical optimization / Mathematics / Operations research

CORS 15_CORS:28 AM Page 9 TECHNICAL SESSIONS Sunday, 1:30pm - 3:00pm How to Navigate the

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Source URL: meetings2.informs.org

Language: English - Date: 2015-05-27 12:54:06
208Systems theory / Dynamic programming / Operations research / Equations / Optimal control / Bellman equation / Multi-armed bandit / Markov decision process / Relaxation / Statistics / Mathematical optimization / Control theory

Stochastic and fluid index policies for resource allocation problems M. Larran˜aga1,2,5 , U. Ayesta2,3,4,5 , I.M. Verloop1,5 IRIT, 2 rue C. Carmichel, FToulouse, France. 2 CNRS, LAAS, 7 avenue du colonel Roche, F

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Source URL: homepages.laas.fr

Language: English - Date: 2015-02-17 15:01:29
209Graph connectivity / Graph theory / Convex optimization / Linear programming / Operations research / Path / Degree / Breadth-first search / Mathematics / Theoretical computer science / Applied mathematics

In Search of a Scalable, Parallel Branch-and-Bound for Two-Stage Stochastic Integer Optimization Akhil Langer‡ , Ramprasad Venkataraman‡ , Udatta Palekar∗ , Laxmikant V. Kale‡ ‡ Department of Computer Science,

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Source URL: charm.cs.illinois.edu

Language: English - Date: 2013-03-28 16:07:21
210Equations / Consumer theory / Mathematical optimization / Martingale / Semimartingale / Dynamic programming / Bellman equation / No free lunch with vanishing risk / Utility / Statistics / Martingale theory / Stochastic processes

The Opportunity Process for Optimal Consumption and Investment with Power Utility Marcel Nutz ETH Zurich, Department of Mathematics, 8092 Zurich, Switzerland First Version: November 24, 2009. Thi

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Source URL: www.math.columbia.edu

Language: English - Date: 2011-07-12 11:25:17
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