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» Online stochastic optimization under time constraints
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WSC
2008
13 years 11 months ago
A rate result for simulation optimization with conditional value-at-risk constraints
We study a stochastic optimization problem that has its roots in financial portfolio design. The problem has a specified deterministic objective function and constraints on the co...
Soumyadip Ghosh
JOTA
2010
117views more  JOTA 2010»
13 years 7 months ago
Distributed Stochastic Subgradient Projection Algorithms for Convex Optimization
We consider a distributed multi-agent network system where the goal is to minimize a sum of agent objective functions subject to a common set of constraints. For this problem, we p...
S. Sundhar Ram, Angelia Nedic, Venugopal V. Veerav...
FORTE
1997
13 years 10 months ago
On-Line Timed Protocol Trace Analysis Based on Uncertain State Descriptions
This paper presents a new approach to the task of passive protocol tracing. The method called FollowSM for the first time meets all requirements of practical in-field use, inclu...
Marek Musial
EOR
2007
101views more  EOR 2007»
13 years 8 months ago
Optimizing an objective function under a bivariate probability model
The motivation of this paper is to obtain an analytical closed form of a quadratic objective function arising from a stochastic decision process with bivariate exponential probabi...
Xavier Brusset, Nico M. Temme
GECCO
2009
Springer
128views Optimization» more  GECCO 2009»
14 years 1 months ago
Evolving stochastic processes using feature tests and genetic programming
The synthesis of stochastic processes using genetic programming is investigated. Stochastic process behaviours take the form of time series data, in which quantities of interest v...
Brian J. Ross, Janine H. Imada