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...
— We present a novel hardware mechanism for dynamic program phase detection in distributed sharedmemory (DSM) multiprocessors. We show that successful hardware mechanisms for pha...
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...
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...
We introduce point-based dynamic programming (DP) for decentralized partially observable Markov decision processes (DEC-POMDPs), a new discrete DP algorithm for planning strategie...