377 search results - page 16 / 76 » Convergence of Stochastic Iterative Dynamic Programming Algo... |
IOR
2011
13 years 2 months ago
2011
In this paper, we give a finite disjunctive programming procedure to obtain the convex hull of general mixed-integer linear programs (MILP) with bounded integer variables. We prop...
MP
2006
13 years 7 months ago
2006
Determining if a solution is optimal or near optimal is fundamental in optimization theory, algorithms, and computation. For instance, Karush-Kuhn-Tucker conditions provide necessa...
TSP
2010
13 years 2 months ago
2010
Dynamic spectrum management (DSM) has been recognized as a key technology to significantly improve the performance of digital subscriber line (DSL) broadband access networks. The b...
WSC
2007
13 years 10 months ago
2007
We consider the problem of pricing American options when the volatility of the underlying asset price is stochastic. No specific stochastic volatility model is assumed for the st...
CORR
2008
Springer
13 years 7 months ago
2008
Springer
Many challenging tasks in sensor networks, including sensor calibration, ranking of nodes, monitoring, event region detection, collaborative filtering, collaborative signal proces...