410 search results - page 4 / 82 » Analysis of stochastic dual dynamic programming method |
ICIAR
2004
Springer
14 years 22 days ago
2004
Springer
Finding contours in constrained search space is a well known problem. It is encountered in such areas as tracking objects in videos, or finding objects within defined boundaries....
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 ...
ESANN
2006
13 years 8 months ago
2006
Abstract. We present experimental results about learning function values (i.e. Bellman values) in stochastic dynamic programming (SDP). All results come from openDP (opendp.sourcef...
SDM
2011
SIAM
12 years 10 months ago
2011
SIAM
In many real world prediction problems the output is a structured object like a sequence or a tree or a graph. Such problems range from natural language processing to computationa...
ICALP
2000
Springer
13 years 11 months ago
2000
Springer
This paper demonstrates how three stochastic process algebras can be mapped on to a generally-distributed stochastic transition system. We demonstrate an aggregation technique on ...