Stochastic optimization

Results: 750



#Item
661Markov models / Stochastic control / Reinforcement learning / Markov decision process / Bellman equation / Markov chain / Valuation / Pi / Mathematical optimization / Statistics / Dynamic programming / Markov processes

Journal of Machine Learning Research[removed]883 Submitted 5/13; Revised 11/13; Published 3/14 Policy Evaluation with Temporal Differences: A Survey and Comparison

Add to Reading List

Source URL: jmlr.org

Language: English - Date: 2014-03-18 16:49:21
662Control theory / Statistical theory / Systems theory / Markov models / Estimation theory / Trajectory optimization / Reinforcement learning / Optimal control / Maximum likelihood / Mathematical optimization / Statistics / Operations research

Sample-Based Information-Theoretic Stochastic Optimal Control Rudolf Lioutikov1 and Alexandros Paraschos1 and Jan Peters1,2 and Gerhard Neumann1 Abstract— Many Stochastic Optimal Control (SOC) approaches rely on sample

Add to Reading List

Source URL: www.ias.tu-darmstadt.de

Language: English - Date: 2014-03-05 05:21:13
663Stochastic optimization / Statistical theory / Statistical models / Natural evolution strategy / Fisher information / Maximum likelihood / CMA-ES / Normal distribution / Mixture model / Statistics / Estimation theory / Evolutionary algorithms

Journal of Machine Learning Research[removed]980 Submitted 4/11; Revised 5/13; Published 3/14 Natural Evolution Strategies Daan Wierstra

Add to Reading List

Source URL: jmlr.org

Language: English - Date: 2014-03-21 14:11:50
664Adaptive simulated annealing / Mathematical optimization / Mathematics / Simulated annealing / Stochastic optimization / Maxwell–Boltzmann distribution / Metropolis–Hastings algorithm / Partition function / Annealing / Monte Carlo methods / Numerical analysis / Mathematical analysis

ASA OPTIONS Lester Ingber Abstract Adaptive Simulated Annealing (ASA) is a C-language code that finds the best global fit of a nonlinear cost-function over a D-dimensional space. ASA has over 100 OPTIONS to provide robus

Add to Reading List

Source URL: www.ingber.com

Language: English - Date: 2011-06-15 18:00:58
665Stochastic control / Mathematical sciences / Operations research / Markov models / Partially observable Markov decision process / Markov decision process / Reinforcement learning / Mathematical optimization / Linear programming / Statistics / Markov processes / Dynamic programming

Solving POMDPs from Both Sides: Growing Dual Parsimonious Bounds Nicholas Armstrong-Crews Geoffrey Gordon Manuela Veloso

Add to Reading List

Source URL: www.aaai.org

Language: English - Date: 2008-06-14 18:56:47
666Linear algebra / Dynamic programming / Markov processes / Stochastic control / Markov decision process / Linear programming / Mathematical optimization / Algorithm / Matrix / Mathematics / Algebra / Operations research

Planning in the Presence of Cost Functions Controlled by an Adversary H. Brendan McMahan Geoffrey J Gordon Avrim Blum

Add to Reading List

Source URL: www.cs.cmu.edu

Language: English - Date: 2003-06-24 09:15:18
667Convex optimization / Dynamic programming / Markov processes / Stochastic control / Lagrangian relaxation / Duality / Markov decision process / Relaxation / Randomized rounding / Mathematical optimization / Statistics / Mathematical analysis

Lagrangian Relaxation for Large-Scale Multi-Agent Planning∗ (Extended Abstract) Geoffrey J. Gordon† , Pradeep Varakantham‡ , William Yeoh‡ , Hoong Chuin Lau‡ , Ajay S. Aravamudhan‡ and Shih-Fen Cheng‡ †

Add to Reading List

Source URL: www.cs.cmu.edu

Language: English - Date: 2012-02-29 09:16:26
668Mathematical analysis / Systems theory / Bellman equation / Control theory / Dynamic programming / Integral / Differential equation / Numerical integration / Polynomial / Mathematics / Equations / Mathematical optimization

NBER WORKING PAPER SERIES HOW TO SOLVE DYNAMIC STOCHASTIC MODELS COMPUTING EXPECTATIONS JUST ONCE Kenneth L. Judd Lilia Maliar

Add to Reading List

Source URL: stanford.edu

Language: English - Date: 2011-10-06 13:25:52
669Dynamic programming / Markov processes / Stochastic control / Operations research / Equations / Markov decision process / A* search algorithm / Automated planning and scheduling / Mathematical optimization / Statistics / Mathematics / Control theory

Planning for Markov Decision Processes with Sparse Stochasticity Maxim Likhachev School of Computer Science Carnegie Mellon University

Add to Reading List

Source URL: www.cs.cmu.edu

Language: English - Date: 2005-01-16 14:16:52
670Myrmicinae / Symbiosis / Ant colony optimization algorithms / Stochastic optimization / Ant / Swarm behaviour / Atta / Swarm intelligence / Them! / Biology / Zoology / Entomology

Appears in the 6th International Conference on Information Fusion, pp 1110–1117, Cairns, Australia[removed]Determining possible avenues of approach using ANTS Pontus Svenson Hedvig Sidenbladh

Add to Reading List

Source URL: www.nada.kth.se

Language: English - Date: 2003-09-10 05:27:29
UPDATE