Stochastic programming

Results: 538



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291Options / Stochastic calculus / Equations / Stochastic differential equation / Black–Scholes / Brownian motion / Statistics / Stochastic processes / Mathematical finance

Contents: 1. Dynamic Programming Model for the Valuation of the Bermudan and American Options (with T. Sz´ antai). 2. Bounds on the Values of Financial Derivatives under Partial Information of the Asset Price Distribut

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Source URL: www.fields.utoronto.ca

Language: English - Date: 2007-11-23 14:06:09
292Signal processing / Sinc function

Numerical Evaluation of Approximation Methods in Stochastic Programming ¨chler and Stefan Vigerske Christian Ku Humboldt–Universit¨at zu Berlin, Unter den Linden 6, D–10099 Berlin, Germany,

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Source URL: edoc.hu-berlin.de

Language: English - Date: 2009-10-31 22:45:52
293Mathematical analysis / Mathematical sciences / Stochastic programming / Stochastic optimization / Stochastic / Reuven Rubinstein / Global optimization / Mathematical optimization / Operations research / Mathematics

xi Preface There has been much recent progress in stochastic optimization problems from both a theoretical and a practical perspective. Stochastic programming is the study of practical procedures for decision making und

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Source URL: www.ise.ufl.edu

Language: English - Date: 2013-06-15 17:49:05
294Mathematics / Mathematical analysis / Relaxation / Stochastic programming / Stochastic / Linear programming / Dynamic programming / Duality / Global optimization / Mathematical optimization / Operations research / Convex optimization

Stochastic Lagrangian Relaxation applied to Power Scheduling in a Hydro-Thermal System under Uncertainty M.P. Nowak and W. Romisch Institut fur Mathematik Humboldt-Universitat Berlin

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Source URL: edoc.hu-berlin.de

Language: English - Date: 2009-10-31 22:42:04
295Bayesian statistics / Stochastic control / Markov models / Markov decision process / Reinforcement learning / Conjugate prior / Bayesian inference / Q-learning / Action selection / Statistics / Dynamic programming / Markov processes

Decentralized Bayesian Reinforcement Learning for Online Agent Collaboration A. Rogers1 , N. R. Jennings1 S. McClean4 , G. Parr4 W. T. L. Teacy1 , G. Chalkiadakis2

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Source URL: eprints.soton.ac.uk

Language: English - Date: 2012-06-06 11:47:06
296Dynamic programming / Stochastic control / Markov models / Partially observable Markov decision process / Markov decision process / Markov chain / Reinforcement learning / Statistics / Markov processes / Control theory

Reinforcement Learning in POMDPs Without Resets Eyal Even-Dar Sham M. Kakade School of Computer Science Computer and Information Science University of Pennsylvania Tel-Aviv University

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Source URL: www.ijcai.org

Language: English - Date: 2005-07-11 15:37:28
297Pose / Robot control / Graph / Tree / Mathematics / Decomposition method / Computer vision / Artificial intelligence / Constraint programming

Weak Constraints Network Optimiser Cyrille Berger Abstract— We present a general framework to estimate the parameters of both a robot and landmarks in 3D. It relies on the use of a stochastic gradient descent method fo

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Source URL: www.ida.liu.se

Language: English - Date: 2012-10-09 04:46:25
298Applied mathematics / Probability and statistics / Stochastic optimization / Stochastic programming / Monte Carlo method / Stochastic / Economic model / IOSO / Global optimization / Mathematical optimization / Mathematics / Operations research

Contents Preface . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . vi Introduction to the Theory of Probablistic F

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Source URL: www.ise.ufl.edu

Language: English - Date: 2013-06-15 17:49:03
299Mathematical optimization / Operations research / Stochastic optimization / R. Tyrrell Rockafellar / Numerical analysis / Combinatorial optimization / Economic model / Stochastic programming / Subgradient method / Mathematical analysis / Applied mathematics / Mathematics

v Contents Preface . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . xi Output analysis for approximated stochastic programs[removed]J. Dupaˇcov´a

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Source URL: www.ise.ufl.edu

Language: English - Date: 2013-06-15 17:49:03
300Stochastic control / Reinforcement learning / Q-learning / Markov decision process / Decision making / Algorithm / Machine learning / Statistics / Dynamic programming / Markov processes

PolicyBlocks: An Algorithm for Creating Useful Macro-Actions in Reinforcement Learning Marc Pickett [removed] Andrew G. Barto

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Source URL: www.marcpickett.com

Language: English - Date: 2013-11-21 13:28:34
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