508 search results - page 4 / 102 » Learning for stochastic dynamic programming |
ICCS
2004
Springer
14 years 24 days ago
2004
Springer
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...
AI
2000
Springer
13 years 7 months ago
2000
Springer
Markov decisionprocesses(MDPs) haveproven to be popular models for decision-theoretic planning, but standard dynamic programming algorithms for solving MDPs rely on explicit, stat...
AUTOMATICA
2011
13 years 2 months ago
2011
Previously, idempotent methods have been found to be extremely fast for solution of dynamic programming equations associated with deterministic control problems. The original meth...
ICML
2007
IEEE
14 years 8 months ago
2007
IEEE
We introduce a new inference algorithm for Dirichlet process mixture models. While Gibbs sampling and variational methods focus on local moves, the new algorithm makes more global...
EOR
2008
13 years 7 months ago
2008
We develop a multi-stage stochastic programming model for international portfolio management in a dynamic setting. We model uncertainty in asset prices and exchange rates in terms...