227 search results - page 15 / 46 » A splitting method for stochastic programs |
ESOP
2009
Springer
14 years 2 months ago
2009
Springer
Abstract. Rely-guarantee is a well-established approach to reasoning about concurrent programs that use parallel composition. However, parallel composition is not how concurrency i...
WABI
2004
Springer
14 years 27 days ago
2004
Springer
—In practice, one is often faced with incomplete phylogenetic data, such as a collection of partial trees or partial splits. This paper poses the problem of inferring a phylogene...
CPHYSICS
2006
13 years 7 months ago
2006
A new stochastic method for locating the global minimum of a multidimensional function inside a rectangular hyperbox is presented. A sampling technique is employed that makes use ...
ICTAI
2005
IEEE
14 years 1 months ago
2005
IEEE
Stochastic Shortest Path problems (SSPs) can be efficiently dealt with by the Real-Time Dynamic Programming algorithm (RTDP). Yet, RTDP requires that a goal state is always reach...
EOR
2006
13 years 7 months ago
2006
We consider multi-period portfolio selection problems for a decision maker with a specified utility function when the variance of security returns is described by a discrete time ...