Stochastic programming

Results: 538



#Item
111Probability theory / Game theory / Martingale / Doob–Meyer decomposition theorem / Random variable / Dynamic programming / Statistics / Martingale theory / Probability and statistics

Stochastic Target Games with Controlled Loss

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Source URL: www.math.columbia.edu

Language: English - Date: 2013-05-14 17:33:50
112Applied 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
113Science / 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
114Systems 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
115Stochastic control / Statistics / Dynamic programming / Markov decision process

A subexponential lower bound for the Least Recently Considered rule for solving linear programs and games Oliver Friedmann Department of Computer Science, University of Munich, Germany

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Source URL: files.oliverfriedmann.de

Language: English - Date: 2012-03-20 09:22:12
116Evaluation / Statistical models / Standardized tests / Educational psychology / Item response theory / Test / Computerized adaptive testing / Economic model / Mixture model / Education / Statistics / Psychometrics

Stochastic Programming for Individualized Test Assembly With Mixture Response Time Models (RRPDF)

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Source URL: www.lsac.org

Language: English - Date: 2015-05-18 11:14:08
117Graph 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
118Equations / 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
119Mathematical optimization / Dynamic programming / Markov decision process / Stochastic control / Reinforcement learning / Linear programming / Simplex algorithm / Statistics / Operations research / Mathematics

A subexponential lower bound for Zadeh’s pivoting rule for solving linear programs and games Oliver Friedmann Department of Computer Science, University of Munich,

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Source URL: files.oliverfriedmann.de

Language: English - Date: 2012-02-10 07:43:23
120Mathematics / Constructible universe / Envelope / Partial differential equation / Local martingale / Stochastic differential equation / Itō diffusion / Heat equation / Statistics / Differential equations / Mathematical analysis

Stochastic Target Games and Dynamic Programming via Regularized Viscosity Solutions∗ Bruno Bouchard† Marcel Nutz‡

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Source URL: www.math.columbia.edu

Language: English - Date: 2015-02-12 17:31:06
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