Sciweavers

407 search results - page 66 / 82
» Monte Carlo simulation approach to stochastic programming
Sort
View
WSC
2007
15 years 8 months ago
Path-wise estimators and cross-path regressions: an application to evaluating portfolio strategies
Recently developed dual techniques allow us to evaluate a given sub-optimal dynamic portfolio policy by using the policy to construct an upper bound on the optimal value function....
Martin B. Haugh, Ashish Jain
GECCO
2003
Springer
114views Optimization» more  GECCO 2003»
15 years 11 months ago
Genetic Algorithm for Supply Planning Optimization under Uncertain Demand
Supply planning optimization is one of the most important issues for manufacturers and distributors. Supply is planned to meet the future demand. Under the uncertainty involved in ...
Masaru Tezuka, Masahiro Hiji
WSC
2008
15 years 8 months ago
Randomized methods for solving the Winner Determination Problem in combinatorial auctions
Combinatorial auctions, where buyers can bid on bundles of items rather than bidding them sequentially, often lead to more economically efficient allocations of financial resource...
Joshua C. C. Chan, Dirk P. Kroese
AAAI
2008
15 years 8 months ago
Adaptive Management of Air Traffic Flow: A Multiagent Coordination Approach
This paper summarizes recent advances in the application of multiagent coordination algorithms to air traffic flow management. Indeed, air traffic flow management is one of the fu...
Kagan Tumer, Adrian K. Agogino
GECCO
2008
Springer
146views Optimization» more  GECCO 2008»
15 years 7 months ago
A formal performance modeling framework for bio-inspired ad hoc routing protocols
Bio-inspired ad hoc routing is an active area of research. The designers of these algorithms predominantly evaluate the performance of their protocols with the help of simulation ...
Muhammad Saleem, Syed Ali Khayam, Muddassar Farooq