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» Kolmogorov-Loveland Randomness and Stochasticity
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WSC
2004
13 years 9 months ago
Simulation Optimization Using Balanced Explorative and Exploitative Search
We present a new random search method for solving simulation optimization problems. Our approach emphasizes the need for maintaining the right balance between exploration and expl...
Andrei A. Prudius, Sigrún Andradótti...
ICML
2001
IEEE
14 years 8 months ago
Direct Policy Search using Paired Statistical Tests
Direct policy search is a practical way to solve reinforcement learning problems involving continuous state and action spaces. The goal becomes finding policy parameters that maxi...
Malcolm J. A. Strens, Andrew W. Moore
INFOCOM
1994
IEEE
13 years 11 months ago
Traffic Models for Wireless Communication Networks
In this paper, we introduce a deterministic fluid model and two stochastic traffic models for wireless networks. The setting is a highway with multiple entrances and exits. Vehicl...
Kin K. Leung, William A. Massey, Ward Whitt
CISSE
2007
Springer
13 years 11 months ago
Issues in Simulation for Valuing Long-Term Forwards
Abstract- This paper explores valuing long-term equity forwardcontracts or futures where both the underlying volatility and the interest rates are modeled as stochastic random vari...
Phillip G. Bradford, Alina Olteanu
CEC
2010
IEEE
13 years 8 months ago
A Mean-Variance Optimization algorithm
A new stochastic optimization algorithm referred to by the authors as the `Mean-Variance Optimization' (MVO) algorithm is presented in this paper. MVO falls into the category ...
Istvan Erlich, Ganesh K. Venayagamoorthy, Nakawiro...