51 search results - page 4 / 11 » Iterative construction of the optimal Bermudan stopping time |
NIPS
2000
13 years 9 months ago
2000
We propose a method of approximate dynamic programming for Markov decision processes (MDPs) using algebraic decision diagrams (ADDs). We produce near-optimal value functions and p...
EOR
2002
13 years 8 months ago
2002
The paper presents a new genetic local search algorithm for multi-objective combinatorial optimization. The goal of the algorithm is to generate in a short time a set of approxima...
EVOW
2007
Springer
14 years 2 months ago
2007
Springer
Many instances of NP-hard problems can be solved efficiently if the treewidth of their corresponding graph is small. Finding the optimal tree decompositions is an NP-hard problem a...
HIPC
2003
Springer
14 years 1 months ago
2003
Springer
Abstract. In this paper, we propose a new approach, parallel iterative improvement (PII), to solving the stable matching problem. This approach treats the stable matching problem a...
ICCAD
1999
IEEE
14 years 22 days ago
1999
IEEE
: In this paper, an algorithm for simultaneous logic restructuring and placement is presented. This algorithm first constructs a set of super-cells along the critical paths and the...