Stochastic programming

Results: 538



#Item
81

Mathematical Programming manuscript No. (will be inserted by the editor) Validation Analysis of Mirror Descent Stochastic Approximation Method Guanghui Lan · Arkadi Nemirovski · Alexander Shapiro

Add to Reading List

Source URL: www.ise.ufl.edu

Language: English - Date: 2011-12-08 18:25:42
    82Mathematical optimization / Operations research / Mathematical analysis / Analysis / Applied mathematics / Stochastic programming / Robust optimization / Multi-objective optimization / Constraint / Linear programming / Optimization problem / Scenario optimization

    Uncertainty Feature Optimization: an Implicit Paradigm for Problems with Noisy Data Niklaus Eggenberg, Transport and Mobility Laboratory, EPFL Matteo Salani, Transport and Mobility Laboratory, EPFL Michel Bierlaire, Tran

    Add to Reading List

    Source URL: www.strc.ch

    Language: English - Date: 2008-11-24 07:42:20
    83Network theory / Edsger W. Dijkstra / Shortest path problem / Dynamic programming

    1 PASS: A Parallel Activity Search System Andrea Pugliese, V.S. Subrahmanian, Christopher Thomas, and Cristian Molinaro Abstract—Given a set A of activities expressed via temporal stochastic automata, and a set O of o

    Add to Reading List

    Source URL: www.cs.umd.edu

    Language: English - Date: 2014-03-28 12:39:15
    84Dynamic programming / Markov processes / Stochastic control / Probability / Auditing / Markov decision process / Audit / Reinforcement learning / Rex1 / Strategy / Statistics

    Formalizing and Enforcing Purpose Restrictions in Privacy Policies Michael Carl Tschantz Carnegie Mellon University Email: Anupam Datta

    Add to Reading List

    Source URL: www.andrew.cmu.edu

    Language: English - Date: 2016-02-12 12:31:57
    85

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

    Add to Reading List

    Source URL: www.math.columbia.edu

    Language: English - Date: 2015-02-12 17:31:06
      86Dynamic programming / Statistical theory / Stochastic control / Hamilton–Jacobi–Bellman equation / Optimal control / Partial differential equation / Kullback–Leibler divergence / Statistics / Mathematical analysis / Mathematics

      Robust Control and Model Misspecification Lars Peter Hansen Thomas J. Sargent Gauhar A. Turmuhambetova Noah Williams∗ September 26, 2005

      Add to Reading List

      Source URL: www.tomsargent.com

      Language: English - Date: 2015-04-08 13:03:54
      87Data privacy / Privacy law / Dynamic programming / Partially observable Markov decision process / Stochastic control / Privacy policy / Internet privacy / Health Insurance Portability and Accountability Act / Privacy / Ethics / Statistics / Law

      Formalizing and Enforcing Purpose Restrictions on Information Use Michael Carl Tschantz Carnegie Mellon University Anupam Datta

      Add to Reading List

      Source URL: csf2012.seas.harvard.edu

      Language: English - Date: 2012-07-05 18:15:11
      88Probability and statistics / Stochastic differential equations / Markov processes / Dynamic programming / Markov chain / Lars Peter Hansen / Bellman equation / Filtering problem / Kalman filter / Statistics / Control theory / Markov models

      nocommit_revision_2010.dvi

      Add to Reading List

      Source URL: www.tomsargent.com

      Language: English - Date: 2015-04-08 13:04:21
      89Systems theory / Control theory / Equations / Dynamic programming / Optimal control / Macroeconomic model / Bellman equation / Dynamic stochastic general equilibrium / Stochastic / Mathematical optimization / Macroeconomics / Operations research

      Dynamic optimization: Continuous-time DSGE Olaf Posch () Summer course 2010 Course objective. This course provides a toolbox for solving continuous-time dynamic optimization problems in (stochastic) econ

      Add to Reading List

      Source URL: www.oposch.com

      Language: English - Date: 2010-10-15 09:17:12
      90Applied mathematics / Mathematics / Stochastic programming / Global optimization / Stochastic optimization / Quantitative analyst / Linear programming / Data envelopment analysis / Genetic algorithm / Operations research / Mathematical optimization / Science

      informs Vol. 35, No. 6, November–December 2005, pp. 531–538 issn  eissn 1526-551X  05  3506  0531 ®

      Add to Reading List

      Source URL: www.deafrontier.net

      Language: English - Date: 2014-04-11 14:04:46
      UPDATE