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EUROGP
2006
Springer
135views Optimization» more  EUROGP 2006»
13 years 11 months ago
Dynamic Scheduling with Genetic Programming
This paper investigates the use of genetic programming in automatized synthesis of scheduling heuristics. The applied scheduling technique is priority scheduling, where the next st...
Domagoj Jakobovic, Leo Budin
RC
2007
78views more  RC 2007»
13 years 7 months ago
Exponential Stability of Interval Dynamical Systems with Quadratic Nonlinearity
This article proposes an approach for investigating the exponential stability of a nonlinear interval dynamical system with the nonlinearity of a quadratic type on the basis of the...
Ruslan S. Ivlev, Svetlana P. Sokolova
CDC
2008
IEEE
200views Control Systems» more  CDC 2008»
14 years 2 months ago
Maximum-likelihood Kalman filtering for switching discrete-time linear systems
— State estimation is addressed for a class of discrete-time systems that may switch among different modes taken from a finite set. The system and measurement equations of each ...
Angelo Alessandri, Marco Baglietto, Giorgio Battis...
WSC
1997
13 years 9 months ago
Computational Efficiency Evaluation in Output Analysis
A central quantity in steady-state simulation is the time-average variance constant. Estimates of this quantity are needed (for example) for constructing confidence intervals, an...
Halim Damerdji, Shane G. Henderson, Peter W. Glynn
CSDA
2006
66views more  CSDA 2006»
13 years 8 months ago
A dynamic model of expected bond returns: A functional gradient descent approach
We propose a multivariate methodology based on Functional Gradient Descent to estimate and forecast time-varying expected bond returns. Backtesting our procedure on US monthly dat...
Francesco Audrino, Giovanni Barone-Adesi