Stochastic programming

Results: 538



#Item
41Decision theory / Operations research / Financial economics / Mathematical finance / Utility / Exponential utility / Stochastic programming / Loss function / Covariance / Expected value / Normal distribution / Expected utility hypothesis

Microsoft Word - NEW14.docx

Add to Reading List

Source URL: agecon2.tamu.edu

Language: English - Date: 2013-08-28 17:05:38
42Compiler optimizations / Compilers / X86 architecture / Programming language implementation / Compiler construction / X86 / Low-level programming language / GNU Compiler Collection / LLVM / Assembly language / Superoptimization / Program optimization

research highlights DOI:70 1 Stochastic Program Optimization By Eric Schkufza, Rahul Sharma, and Alex Aiken

Add to Reading List

Source URL: raw.githubusercontent.com

Language: English
43Mathematical optimization / Operations research / Equations / Dynamic programming / Optimal control / Systems engineering / Stochastic programming / Bellaterra / JavaScript / Recursion / Dynamics / Lars Ljungqvist

Course: Dynamic Programming and Business Cycles Faculty:

Add to Reading List

Source URL: idea.uab.es

Language: English - Date: 2016-07-28 04:30:07
44Mathematical optimization / Transportation theory / Convex optimization / Relaxation / KarushKuhnTucker conditions / Linear programming / Optimization problem / Ratedistortion theory / Quasigroup / Lagrange multiplier / Optimal control / Equation solving

IEEE TRANSACTIONS ON AUTOMATIC CONTROL, VOL. 60, NO. 4, APRILAn Optimizer’s Approach to Stochastic Control Problems With Nonclassical Information Structures

Add to Reading List

Source URL: coleman.ucsd.edu

Language: English
45Mathematical optimization / Equations / Operations research / Optimal control / Dynamic programming / Bellman equation / Lev Pontryagin / Kalman filter / Algebraic Riccati equation / Stochastic programming / Dimitri Bertsekas

An Introduction to Dynamic Optimization and Optimal Control: Models, Solutions, and Approximations Duration: 20 hours Teachers: Giorgio Gnecco - IMT - Institute for Advanced Studies, Lucca (Italy) - giorgio.gnecco@imtluc

Add to Reading List

Source URL: phd.dibris.unige.it

Language: English - Date: 2016-01-15 11:17:54
46Operations research / Summary statistics / Statistical models / Convex optimization / Linear programming / Normal distribution / Probability distribution / Central limit theorem / Expected value / Random walk / Stochastic process / Standard deviation

Computing Marginal Distributions over Continuous Markov Networks for Statistical Relational Learning Matthias Br¨ocheler, Lise Getoor University of Maryland, College Park College Park, MD 20742

Add to Reading List

Source URL: psl.umiacs.umd.edu

Language: English - Date: 2013-06-14 19:26:49
47Operations research / Linear programming / Routing / Flow network / Approximate max-flow min-cut theorem / Shortest path problem

Single-Source Stochastic Routing Shuchi Chawla1? and Tim Roughgarden2?? 1 2

Add to Reading List

Source URL: theory.stanford.edu

Language: English - Date: 2006-07-01 03:46:20
48Mathematical optimization / Operations research / Numerical linear algebra / Stochastic programming / Conjugate gradient method / Matrix / Linear programming / Benders decomposition / Preconditioner / Equation solving / Relaxation / Augmented Lagrangian method

Preprint ANL/MCS-P4030AN AUGMENTED INCOMPLETE FACTORIZATION APPROACH FOR COMPUTING THE SCHUR COMPLEMENT IN STOCHASTIC OPTIMIZATION § ¨

Add to Reading List

Source URL: www.mcs.anl.gov

Language: English - Date: 2013-05-23 14:20:12
49Statistical classification / Dynamic programming / Stochastic control / Computational neuroscience / Reinforcement learning / Loss function / Markov decision process / Artificial neural network / Support vector machine / Expected value / Valuation / Stochastic programming

Inverse Reinforcement Learning through Structured Classification Edouard Klein1,2 LORIA – team ABC Nancy, France

Add to Reading List

Source URL: www.ilhaire.eu

Language: English - Date: 2012-12-24 07:54:32
50Markov models / Hidden Markov model / Markov chain / Speech recognition / BaumWelch algorithm / Viterbi algorithm / Dynamic programming / Stochastic process / Image segmentation / Forward algorithm / Pattern theory

Automatic Transcription of Piano Music Automatic Transcription of Piano Music Christopher Raphael Univ. of Massachusetts, Amherst Department of Mathematics and Statistic

Add to Reading List

Source URL: music.informatics.indiana.edu

Language: English - Date: 2002-08-10 14:15:12
UPDATE