2914 search results - page 208 / 583 » Optimization by Stochastic Continuation |
137
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MP
1998
15 years 4 months ago
1998
We consider a generalized semi-infinite optimization problem (GSIP) of the form (GSIP) min{f(x) Ix E M}, where M = {x E N"lhi(x ) = 0, i = 1,...,m, G(x,y) /> 0, y E Y(x)} ...
153
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UAI
2004
15 years 5 months ago
2004
This paper describes a study of agent bidding strategies, assuming combinatorial valuations for complementary and substitutable goods, in three auction environments: sequential au...
130
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DEDS
2010
15 years 4 months ago
2010
We study approaches that fit a linear combination of basis functions to the continuation value function of an optimal stopping problem and then employ a greedy policy based on the...
140
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CVPR
2003
IEEE
16 years 6 months ago
2003
IEEE
In many applications of graphical models arising in computer vision, the hidden variables of interest are most naturally specified by continuous, non-Gaussian distributions. There...
162
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AUTOMATICA
2010
15 years 4 months ago
2010
This paper describes a new kernel-based approach for linear system identification of stable systems. We model the impulse response as the realization of a Gaussian process whose s...