Stochastic optimization

Results: 750



#Item
401Stochastic optimization / Markov models / Reinforcement learning / Variance / Algorithm / Statistics / Machine learning / Multi-armed bandit

multi-bandit_techreport.dvi

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Source URL: www.princeton.edu

Language: English - Date: 2011-10-26 19:05:07
402Stochastic control / Optimal control / Dynamic programming / Mathematical optimization / Linear-quadratic-Gaussian control / Path integral formulation / Normal distribution / Hamilton–Jacobi–Bellman equation / Markov decision process / Control theory / Statistics / Mathematics

Journal of Artificial Intelligence Research[removed] Submitted 10/07; published[removed]Graphical Model Inference in Optimal Control of Stochastic Multi-Agent Systems

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Source URL: www.jair.org

Language: English - Date: 2008-05-16 12:07:44
403Economics / Stochastic processes / Financial markets / Pricing / Derivative / Weather derivative / Risk / Mathematical optimization / Brownian motion / Financial economics / Mathematical finance / Statistics

Microsoft Word - Frontpage 010.doc

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Source URL: www.econstor.eu

Language: English - Date: 2010-08-26 20:11:16
404Optimization problem / Mathematical optimization / Ant colony optimization algorithms / Stochastic optimization / Logic programming

From: AIPS 1994 Proceedings. Copyright © 1994, AAAI (www.aaai.org). All rights reserved. and Its A Planner with Quality Goal Speed-up Learning for Optimization

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Source URL: aaai.org

Language: English - Date: 2006-01-11 11:46:11
405Stochastic optimization / Markov models / Variance / Reinforcement learning / Statistics / Machine learning / Multi-armed bandit

Multi-Bandit Best Arm Identification Victor Gabillon Mohammad Ghavamzadeh Alessandro Lazaric INRIA Lille - Nord Europe, Team SequeL

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Source URL: www.princeton.edu

Language: English - Date: 2011-10-26 19:05:10
406Multi-armed bandit / Stochastic optimization / Artificial intelligence / Game theory / Decision theory / Probability distribution / Minimax / Statistics / Mathematics / Machine learning

Pure Exploration in Multi-Armed Bandits Problems S´ebastien Bubeck1 , R´emi Munos1 , and Gilles Stoltz2,3 1 2

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Source URL: www.princeton.edu

Language: English - Date: 2011-06-28 04:16:37
407Dynamic programming / Markov decision process / Stochastic control / Determinacy / Markov chain / Mathematical optimization / Statistics / Markov processes / Markov models

Existence and Finiteness Conditions for Risk-Sensitive Planning: First Results Yaxin Liu ([removed]) Sven Koenig ([removed])

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Source URL: aaai.org

Language: English - Date: 2006-01-11 10:15:30
408Expected value

Framework HOO Theoretical result Bandit View on Continuous Stochastic Optimization

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Source URL: www.princeton.edu

Language: English - Date: 2011-06-28 04:19:50
    409Machine learning / Multi-armed bandit / Chernoff bound / Martingale / Concentration inequality / Statistics / Stochastic processes / Stochastic optimization

    JMLR: Workshop and Conference Proceedings vol[removed]–23 The best of both worlds: stochastic and adversarial bandits S´ebastien Bubeck SBUBECK @ PRINCETON . EDU

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    Source URL: www.princeton.edu

    Language: English - Date: 2012-08-21 11:04:32
    410Mathematics / Calculus of variations / Mathematical optimization / Brownian motion / Continuous function / Stopping time / Hitting time / Differential of a function / Martingale / Statistics / Stochastic processes / Mathematical analysis

    Real Options and Free-Boundary Problem: A Variational View Vadim Arkin, Alexander Slastnikov Central Economics and Mathematics Institute, Russian Academy of Sciences, Moscow

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    Source URL: www.fields.utoronto.ca

    Language: English - Date: 2010-06-17 15:58:36
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