2914 search results - page 23 / 583 » Optimization by Stochastic Continuation |
CDC
2008
IEEE
14 years 2 months ago
2008
IEEE
This paper is focused on adapting symmetry reduction, a technique that is highly successful in traditional model checking, to stochastic hybrid systems. To that end, we first sho...
MOR
2008
13 years 7 months ago
2008
We consider a singular stochastic control problem, which is called the Monotone Follower Stochastic Control Problem and give sufficient conditions for the existence and uniqueness...
WSC
2004
13 years 9 months ago
2004
Recently, simulation-based methods have been successfully used for solving challenging stochastic optimization problems and equilibrium models. Here we report some of the recent p...
GECCO
2009
Springer
14 years 9 days ago
2009
Springer
AUTOMATICA
2006
13 years 7 months ago
2006
This paper examines a problem related to the optimal risk management of banks in a stochastic dynamic setting. In particular, we minimize7 market and capital adequacy risk that in...