2914 search results - page 33 / 583 » Optimization by Stochastic Continuation |
SIAMCO
2002
13 years 7 months ago
2002
The Markov chain approximation method is a widely used, relatively easy to use, and efficient family of methods for the bulk of stochastic control problems in continuous time, for...
SIAMCO
2008
13 years 7 months ago
2008
An optimal consumption problem is studied in a growth model for the Cobb-Douglas production function in a finite horizon. The problem is transfered into a stochastic Ramsey proble...
INFORMATICALT
2000
13 years 7 months ago
2000
Methods for solving stochastic optimization problems by Monte-Carlo simulation are considered. The stoping and accuracy of the solutions is treated in a statistical manner, testing...
FSTTCS
2006
Springer
13 years 11 months ago
2006
Springer
Abstract. Stochastic optimization is a leading approach to model optimization problems in which there is uncertainty in the input data, whether from measurement noise or an inabili...
MP
2006
13 years 7 months ago
2006
In classical two-stage stochastic programming the expected value of the total costs is minimized. Recently, mean-risk models - studied in mathematical finance for several decades -...