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» Optimal Transportation Problem by Stochastic Optimal Control
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ATMOS
2007
138views Optimization» more  ATMOS 2007»
13 years 9 months ago
A new concept of robustness
In this paper a new concept of robustness is introduced and the corresponding optimization problem is stated. This new concept is applied to transportation network designs in which...
Ricardo García, Ángel Marín, ...
JMLR
2010
128views more  JMLR 2010»
13 years 2 months ago
Optimal Allocation Strategies for the Dark Pool Problem
We study the problem of allocating stocks to dark pools. We propose and analyze an optimal approach for allocations, if continuousvalued allocations are allowed. We also propose a...
Alekh Agarwal, Peter L. Bartlett, Max Dama
GECCO
2007
Springer
137views Optimization» more  GECCO 2007»
14 years 2 months ago
Learning and anticipation in online dynamic optimization with evolutionary algorithms: the stochastic case
The focus of this paper is on how to design evolutionary algorithms (EAs) for solving stochastic dynamic optimization problems online, i.e. as time goes by. For a proper design, t...
Peter A. N. Bosman, Han La Poutré
DAM
2011
13 years 3 months ago
An integer L-shaped algorithm for the Dial-a-Ride Problem with stochastic customer delays
This paper considers a single-vehicle Dial-a-Ride problem in which customers may experience stochastic delays at their pickup locations. If a customer is absent when the vehicle s...
Géraldine Heilporn, Jean-François Co...
SOCO
2012
Springer
12 years 3 months ago
Variable mesh optimization for continuous optimization problems
Abstract Population-based meta-heuristics are algorithms that can obtain very good results for complex continuous optimization problems in a reduced amount of time. These search al...
Amilkar Puris, Rafael Bello, Daniel Molina, Franci...