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COR
2006
120views more  COR 2006»
13 years 8 months ago
A hybrid setup for a hybrid scenario: combining heuristics for the home health care problem
Home health care, i.e. visiting and nursing patients in their homes, is a growing sector in the medical service business. From a staff rostering point of view, the problem is to f...
Stefan Bertels, Torsten Fahle
MOR
2006
90views more  MOR 2006»
13 years 8 months ago
Optimal Control and Hedging of Operations in the Presence of Financial Markets
We consider the problem of dynamically hedging the profits of a corporation when these profits are correlated with returns in the financial markets. In particular, we consider the...
René Caldentey, Martin B. Haugh
GECCO
2007
Springer
159views Optimization» more  GECCO 2007»
14 years 2 months ago
Two adaptive mutation operators for optima tracking in dynamic optimization problems with evolution strategies
The dynamic optimization problem concerns finding an optimum in a changing environment. In the tracking problem, the optimizer should be able to follow the optimum’s changes ov...
Claudio Rossi, Antonio Barrientos, Jaime del Cerro
IJCAI
2001
13 years 9 months ago
R-MAX - A General Polynomial Time Algorithm for Near-Optimal Reinforcement Learning
R-max is a very simple model-based reinforcement learning algorithm which can attain near-optimal average reward in polynomial time. In R-max, the agent always maintains a complet...
Ronen I. Brafman, Moshe Tennenholtz
IFIP
2005
Springer
14 years 1 months ago
Numerical Approximation of a Control Problem for Advection-Diffusion Processes
Two different approaches are proposed to enhance the efficiency of the numerical resolution of optimal control problems governed by a linear advection– diffusion equation. In ...
Alfio Quarteroni, Gianluigi Rozza, L. Dedè,...