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JCP
2007
143views more  JCP 2007»
13 years 8 months ago
Noisy K Best-Paths for Approximate Dynamic Programming with Application to Portfolio Optimization
Abstract— We describe a general method to transform a non-Markovian sequential decision problem into a supervised learning problem using a K-bestpaths algorithm. We consider an a...
Nicolas Chapados, Yoshua Bengio
AUTOMATICA
2006
152views more  AUTOMATICA 2006»
13 years 8 months ago
Simulation-based optimization of process control policies for inventory management in supply chains
A simulation-based optimization framework involving simultaneous perturbation stochastic approximation (SPSA) is presented as a means for optimally specifying parameters of intern...
Jay D. Schwartz, Wenlin Wang, Daniel E. Rivera
TAMC
2007
Springer
14 years 2 months ago
Approximately Optimal Trees for Group Key Management with Batch Updates
Abstract. We investigate the group key management problem for broadcasting applications. Previous work showed that, in handling key updates, batch rekeying can be more cost-effect...
Minming Li, Ze Feng, Ronald L. Graham, Frances F. ...
LION
2009
Springer
210views Optimization» more  LION 2009»
14 years 2 months ago
Beam-ACO Based on Stochastic Sampling: A Case Study on the TSP with Time Windows
Beam-ACO algorithms are hybrid methods that combine the metaheuristic ant colony optimization with beam search. They heavily rely on accurate and computationally inexpensive boundi...
Manuel López-Ibáñez, Christia...
GECCO
2007
Springer
124views Optimization» more  GECCO 2007»
14 years 2 months ago
Origin of bursts
The phenomenon of particle bursts, a well-known feature of PSO is investigated. Their origin is concluded to lie in multiplicative stochasticity, previously encountered in the stu...
Tim Blackwell, Daniel Bratton