Stochastic programming

Results: 538



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211Finance / Financial economics / Economics / Mortgage industry of Denmark / Mortgage loan / Adjustable-rate mortgage / Floating interest rate / Bond / Collateralized mortgage obligation / Mortgage / United States housing bubble / Banking

Can Home-Owners Benefit from Stochastic Programming Models? — A Study of Mortgage Choice in Denmark∗ Kourosh M. Rasmussen† Claus A. Madsen‡

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Source URL: www.math.ku.dk

Language: English - Date: 2013-03-01 05:15:09
212Computing / Constraint satisfaction / Constraint optimization / Local consistency / Mathematical optimization / Linear programming / Logic programming / Backtracking / Constraint logic programming / Constraint programming / Software engineering / Computer programming

AGH University of Science and Technology in Krakow M.Sc. Thesis Constraint Programming for Stochastic Problems

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Source URL: tidel.mie.utoronto.ca

Language: English - Date: 2009-12-10 18:18:51
213Dynamic programming / Stochastic control / Markov models / Operations research / Markov decision process / Reinforcement learning / Recurrent neural network / Statistics / Control theory / Markov processes

Two stochastic dynamic programming problems by model-free actor-critic recurrent-network learning in non-Markovian settings Eiji Mizutani Stuart E. Dreyfus

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Source URL: www.ieor.berkeley.edu

Language: English - Date: 2008-07-16 21:59:54
214Applied mathematics / Mathematical optimization / Statistical randomness / Mathematical modeling / Estimation theory / Stochastic optimization / Stochastic programming / Stochastic / AIMMS / Operations research / Statistics / Mathematics

Stochastic MiniZinc? Andrea Rendl1 , Guido Tack1 , and Peter J. Stuckey2 1 2

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Source URL: www.minizinc.org

Language: English - Date: 2014-09-12 09:27:50
215Stochastic control / Optimal control / Dynamic programming / Markov models / Mathematical optimization / Hamilton–Jacobi–Bellman equation / Markov decision process / Discretization / Stochastic differential equation / Statistics / Mathematics / Control theory

Simplicial Label Correcting Algorithms for Continuous Stochastic Shortest Path Problems Dmitry S. Yershov Steven M. LaValle

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Source URL: msl.cs.uiuc.edu

Language: English - Date: 2013-09-10 21:22:09
216Markov processes / Stochastic control / Planning / Motion planning / Markov decision process / Reinforcement learning / Statistics / Automated planning and scheduling / Dynamic programming

An Experimental Comparison of Classical, FOND and Probabilistic Planning Andreas Hertle, Christian Dornhege, Thomas Keller, Robert Mattm¨ uller, Manuela Ortlieb, and Bernhard Nebel University of Freiburg, 79110 Freiburg

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Source URL: gki.informatik.uni-freiburg.de

Language: English - Date: 2014-07-07 07:15:35
217Dynamic programming / Abstract algebra / Linear algebra / Stochastic control / Markov processes / Markov decision process / Reinforcement learning / Function / Q-learning / Mathematics / Algebra / Statistics

Generalized Value Functions for Large Action Sets Jason Pazis Ronald Parr Department of Computer Science, Duke University, Durham, NC[removed]USA Abstract

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Source URL: www.cs.duke.edu

Language: English - Date: 2011-05-11 14:49:02
218Operations research / Numerical analysis / Numerical linear algebra / Linear programming / Schur complement method / Matrix / Preconditioner / Schur complement / Relaxation / Mathematics / Mathematical optimization / Algebra

Preprint ANL/MCS-P4030[removed]AN AUGMENTED INCOMPLETE FACTORIZATION APPROACH FOR COMPUTING THE SCHUR COMPLEMENT IN STOCHASTIC OPTIMIZATION § ¨

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Source URL: www.mcs.anl.gov

Language: English - Date: 2014-01-24 16:17:33
219Mathematical optimization / Dynamic programming / Stochastic control / Equations / Numerical analysis / Automatic basis function construction / Reinforcement learning / Proto-value functions / Bellman equation / Statistics / Mathematics / Mathematical analysis

Analyzing Feature Generation for Value-Function Approximation Ronald Parr Christopher Painter-Wakefield Department of Computer Science, Duke University, Durham, NC[removed]USA Lihong Li

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Source URL: www.cs.duke.edu

Language: English - Date: 2007-04-23 20:09:21
220Dynamic programming / Markov processes / Stochastic control / Operations research / Functions and mappings / Reinforcement learning / Q-learning / Markov decision process / Automated planning and scheduling / Statistics / Control theory / Mathematics

Coordinated Reinforcement Learning Carlos Guestrin Computer Science Department, Stanford University, Stanford, CA[removed]Michail Lagoudakis Ronald Parr Department of Computer Science, Duke University, Durham, NC 27708

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Source URL: www.cs.duke.edu

Language: English - Date: 2012-05-29 14:42:02
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