2958 search results - page 54 / 592 » Optimal Transportation Problem by Stochastic Optimal Control |
JMIV
2010
13 years 6 months ago
2010
The basic idea of image registration is to find a reasonable transformation of an image so that the resulting difference between it and another image is made small. We derive an o...
AUTOMATICA
2006
13 years 8 months ago
2006
A simulation-based optimization framework involving simultaneous perturbation stochastic approximation (SPSA) is presented as a means for optimally specifying parameters of intern...
HYBRID
2007
Springer
14 years 2 months ago
2007
Springer
Hybrid discrete-continuous models, such as Jump Markov Linear Systems, are convenient tools for representing many real-world systems; in the case of fault detection, discrete jumps...
SIAMAM
2008
13 years 8 months ago
2008
Abstract. We develop a partial equilibrium model to investigate the problem of optimal liquidation over a finite or infinite time horizon for an investor with large holdings in a r...
EOR
2010
13 years 8 months ago
2010
ic copy available at: http://ssrn.com/abstract=1115410 Inventory Systems with Stochastic Demand and Supply: Properties and Approximations Amanda J. Schmitt Center for Transportatio...