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CDC
2010
IEEE
167views Control Systems» more  CDC 2010»
13 years 2 months ago
Numerical methods for the optimization of nonlinear stochastic delay systems, and an application to internet regulation
The Markov chain approximation method is an effective and widely used approach for computing optimal values and controls for stochastic systems. It was extended to nonlinear (and p...
Harold J. Kushner
IVC
2007
142views more  IVC 2007»
13 years 7 months ago
Fast stochastic optimization for articulated structure tracking
Recently, an optimization approach for fast visual tracking of articulated structures based on Stochastic Meta-Descent (SMD) [7] has been presented. SMD is a gradient descent with...
Matthieu Bray, Esther Koller-Meier, Nicol N. Schra...
ATMOS
2010
128views Optimization» more  ATMOS 2010»
13 years 6 months ago
Robust Train Routing and Online Re-scheduling
Train Routing is a problem that arises in the early phase of the passenger railway planning process, usually several months before operating the trains. The main goal is to assign...
Alberto Caprara, Laura Galli, Leo G. Kroon, G&aacu...
INFORMS
2000
128views more  INFORMS 2000»
13 years 7 months ago
A Revised Simplex Search Procedure for Stochastic Simulation Response Surface Optimization
We develop a variant of the Nelder-Mead (NM) simplex search procedure for stochastic simulation optimization that is designed to avoid many of the weaknesses encumbering such dire...
David G. Humphrey, James R. Wilson
WSC
2004
13 years 9 months ago
Stochastic Approximation with Simulated Annealing as an Approach to Global Discrete-Event Simulation Optimization
This paper explores an approach to global, stochastic, simulation optimization which combines stochastic approximation (SA) with simulated annealing (SAN). SA directs a search of ...
Matthew H. Jones, K. Preston White