We consider a mixed linear system model, with both continuous and discrete inputs and outputs, described by a coefficient matrix and a set of noise variances. When the discrete inp...
Argyrios Zymnis, Stephen P. Boyd, Dimitry M. Gorin...
Foreign exchange (forex) market trading using evolutionary algorithms is an active and controversial area of research. We investigate the use of a linear genetic programming (LGP)...
We demonstrate Spiral, a domain-specific library generation system. Spiral generates high performance source code for linear transforms (such as the discrete Fourier transform and ...
We present an algorithm called Optimistic Linear Programming (OLP) for learning to optimize average reward in an irreducible but otherwise unknown Markov decision process (MDP). O...
: This work is about an algorithm for solving a linear program which is simple to apply. There are three algorithms in this work. The first algorithm solves a two-variable linear p...