Stochastic programming

Results: 538



#Item
271Mathematics / Equations / Convex optimization / Optimal control / Linear programming / Dynamic programming / Stochastic optimization / Bellman equation / Harmony search / Mathematical optimization / Operations research / Applied mathematics

econstor www.econstor.eu Der Open-Access-Publikationsserver der ZBW – Leibniz-Informationszentrum Wirtschaft The Open Access Publication Server of the ZBW – Leibniz Information Centre for Economics

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Source URL: www.econstor.eu

Language: English - Date: 2012-04-11 20:14:07
272Chemical engineering / Chemical reactors / Dynamic programming / Stochastic control / Markov decision process / Fischer–Tropsch process / Continuous-time Markov process / Chain reaction / Chemical reaction / Chemistry / Statistics / Markov processes

Power Optimization in Nano Sensor Networks for Chemical Reactors Eisa Zarepour, Mahbub Hassan, Chun Tung Chou School of Computer Science and Engineering University of New South Wales, Sydney, Australia

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Source URL: www.cse.unsw.edu.au

Language: English - Date: 2014-07-23 20:09:36
273Dynamic programming / Markov decision process / Stochastic control / Bessel function / Statistics / Mathematical analysis / Markov processes

Control Improvement for Jump-Diffusion Processes Control Improvement for Jump-Diffusion Processes with Applications to Finance ¨ Nicole Bauerle

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Source URL: www.fields.utoronto.ca

Language: English - Date: 2010-06-17 10:41:36
274Cybernetics / Dynamic programming / Stochastic control / Hamilton–Jacobi–Bellman equation / Mathematical optimization / Control theory / Optimal control / Systems theory

Motivation Our Problem Time Inconsistency

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Source URL: www.fields.utoronto.ca

Language: English - Date: 2010-06-23 16:58:30
275Systems theory / Mathematical optimization / Martingale theory / Stochastic processes / Operations research / Bellman equation / Semimartingale / Dynamic programming / Martingale / Statistics / Control theory / Equations

The Bellman Equation for Power Utility Maximization with Semimartingales Marcel Nutz ETH Zurich Bachelier Congress

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Source URL: www.fields.utoronto.ca

Language: English - Date: 2010-06-16 16:08:35
276Hamilton–Jacobi–Bellman equation / Futures contract / Steven E. Shreve / Mathematics / Stochastic control / Optimal control / Dynamic programming

Asymptotic Analysis for Optimal Investment with Two Risky Assets and Transaction Costs Maxim Bichuch, Steven E. Shreve Department of Mathematical Sciences Carnegie Mellon University

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Source URL: www.fields.utoronto.ca

Language: English - Date: 2010-06-20 15:13:06
277Markov processes / Stochastic control / Automatic identification and data capture / Partially observable Markov decision process / Markov decision process / Reinforcement learning / Speech recognition / Speaker recognition / Language / Statistics / Human–computer interaction / Dynamic programming

Have we met? MDP Based Speaker ID for Robot Dialogue Filip Krsmanovic, Curtis Spencer, Daniel Jurafsky, and Andrew Y. Ng Department of Computer Science Stanford University, Stanford, CA, USA [removed], curti

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Source URL: nlp.stanford.edu

Language: English - Date: 2011-11-11 22:30:01
278Hamilton–Jacobi–Bellman equation / Optimal control / Differential equation / Mathematical analysis / Mathematics / Stochastic control / Partial differential equations / Dynamic programming

The model The HJB equation CRRA utility

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Source URL: www.fields.utoronto.ca

Language: English - Date: 2010-06-19 13:04:52
279Operations research / Regression analysis / Mathematical optimization / Dynamic programming / Stochastic control / Reinforcement learning / Markov decision process / Least squares / Algorithm / Statistics / Mathematics / Mathematical sciences

International Joint Conference on Artificial Intelligence (IJCAI-01), vol. 1, pp[removed], Seattle, Washington, August[removed]Max-norm Projections for Factored MDPs Carlos Guestrin Computer Science Dept. Stanford Unive

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Source URL: select.cs.cmu.edu

Language: English - Date: 2009-08-13 03:47:05
280Combinatorial optimization / NP-complete problems / Operations research / Cryptography / Knapsack problem / Approximation algorithm / Linear programming relaxation / SL / Matching / Theoretical computer science / Computational complexity theory / Applied mathematics

Approximation Algorithms for Stochastic Orienteering Anupam Gupta∗ Ravishankar Krishnaswamy† Viswanath Nagarajan‡

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Source URL: www.cs.cmu.edu

Language: English - Date: 2011-09-30 21:07:28
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