675 search results - page 25 / 135 » Online stochastic optimization under time constraints |
CDC
2010
IEEE
13 years 3 months ago
2010
IEEE
We consider the problem of dynamic buying and selling of shares from a collection of N stocks with random price fluctuations. To limit investment risk, we place an upper bound on t...
AUTOMATICA
2002
13 years 8 months ago
2002
For discrete-time linear time invariant systems with constraints on inputs and states, we develop an algorithm to determine explicitly, the state feedback control law which minimi...
ICPR
2008
IEEE
14 years 3 months ago
2008
IEEE
A fast online algorithm was developed for polygonal approximation of signals and curves with a minimum number of line segments for a given constraint on the standard deviation of ...
ICCD
2006
IEEE
14 years 5 months ago
2006
IEEE
This paper proposes a stochastic dynamic thermal management (DTM) technique in high-performance VLSI system with especial attention to the uncertainty in temperature observation. ...
GECCO
2007
Springer
14 years 2 months ago
2007
Springer
This paper proposes a novel application of differential evolution to solve a difficult dynamic optimisation or optimal control problem. The miss distance in a missile-target engag...