We benchmark an independent-restart-(1+1)-CMA-ES on the BBOB-2009 noisy testbed. The (1+1)-CMA-ES is an adaptive stochastic algorithm for the optimization of objective functions d...
Abstract— We investigate an optimal consumption and investment problem where we receive a certain fixed income stream that is terminated at a random time. It turns out that the ...
A partly time and space linear CMA-ES is benchmarked on the BBOB-2009 noisy function testbed. This algorithm with a multistart strategy with increasing population size solves 10 f...
We consider the problem of efficiently learning optimal control policies and value functions over large state spaces in an online setting in which estimates must be available afte...
Background: The modeling of dynamic systems requires estimating kinetic parameters from experimentally measured time-courses. Conventional global optimization methods used for par...