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COR
2008
128views more  COR 2008»
13 years 10 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
IPPS
2006
IEEE
14 years 4 months ago
Dynamic program phase detection in distributed shared-memory multiprocessors
— We present a novel hardware mechanism for dynamic program phase detection in distributed sharedmemory (DSM) multiprocessors. We show that successful hardware mechanisms for pha...
Engin Ipek, José F. Martínez, Bronis...
ICCS
2004
Springer
14 years 3 months ago
A Dynamic Stochastic Programming Model for Bond Portfolio Management
In this paper we develop a dynamic stochastic programming model for bond portfolio management. A new risk measurement-shortfall cost is put forward. It allows more tangible express...
Liyong Yu, Shouyang Wang, Yue Wu, Kin Keung Lai
GECCO
2003
Springer
117views Optimization» more  GECCO 2003»
14 years 3 months ago
Improving Evolvability of Genetic Parallel Programming Using Dynamic Sample Weighting
Abstract. This paper investigates the sample weighting effect on Genetic Parallel Programming (GPP) that evolves parallel programs to solve the training samples captured directly f...
Sin Man Cheang, Kin-Hong Lee, Kwong-Sak Leung
AAAI
2006
13 years 11 months ago
Point-based Dynamic Programming for DEC-POMDPs
We introduce point-based dynamic programming (DP) for decentralized partially observable Markov decision processes (DEC-POMDPs), a new discrete DP algorithm for planning strategie...
Daniel Szer, François Charpillet