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COR
2008
128views more  COR 2008»
13 years 7 months ago
Solving dynamic stochastic economic models by mathematical programming decomposition methods
Discrete-time optimal control problems arise naturally in many economic problems. Despite the rapid growth in computing power and new developments in the literature, many economic...
Mercedes Esteban-Bravo, Francisco J. Nogales
JCP
2007
143views more  JCP 2007»
13 years 7 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
ESOP
1999
Springer
13 years 11 months ago
Dynamic Programming via Static Incrementalization
Abstract. Dynamicprogramming is an importantalgorithm design technique. It is used for solving problems whose solutions involve recursively solving subproblems that share subsubpro...
Yanhong A. Liu, Scott D. Stoller
NIPS
1993
13 years 8 months ago
Using Local Trajectory Optimizers to Speed Up Global Optimization in Dynamic Programming
Dynamic programming provides a methodology to develop planners and controllers for nonlinear systems. However, general dynamic programming is computationally intractable. We have ...
Christopher G. Atkeson
CC
2007
Springer
14 years 1 months ago
Correcting the Dynamic Call Graph Using Control-Flow Constraints
Abstract. To reason about programs, dynamic optimizers and analysis tools use sampling to collect a dynamic call graph (DCG). However, sampling has not achieved high accuracy with ...
Byeongcheol Lee, Kevin Resnick, Michael D. Bond, K...