79 search results - page 5 / 16 » Nonlinear Stochastic Optimization by the Monte-Carlo Method |
MP
2006
13 years 7 months ago
2006
Determining if a solution is optimal or near optimal is fundamental in optimization theory, algorithms, and computation. For instance, Karush-Kuhn-Tucker conditions provide necessa...
TASLP
2002
13 years 7 months ago
2002
This paper applies time-varying autoregressive (TVAR) models with stochastically evolving parameters to the problem of speech modeling and enhancement. The stochastic evolution mod...
ICASSP
2008
IEEE
14 years 1 months ago
2008
IEEE
Bayesian estimation in nonlinear stochastic dynamical systems has been addressed for a long time. Among other solutions, Particle Filtering (PF) algorithms propagate in time a Mon...
WSC
2004
13 years 8 months ago
2004
This paper develops a variant of Simulated Annealing (SA) algorithm for solving discrete stochastic optimization problems where the objective function is stochastic and can be eva...
ANOR
2005
13 years 7 months ago
2005
An alternate formulation of the classical vehicle routing problem with stochastic demands (VRPSD) is considered. We propose a new heuristic method to solve the problem. The algori...