2914 search results - page 34 / 583 » Optimization by Stochastic Continuation |
FS
2010
13 years 6 months ago
2010
The aim of this paper is to investigate the properties of stochastic volatility models, and to discuss to what extent, and with regard to which models, properties of the classical...
SIAMJO
2008
13 years 7 months ago
2008
Stochastic dominance constraints allow a decision-maker to manage risk in an optimization setting by requiring their decision to yield a random outcome which stochastically domina...
AAAI
2012
11 years 10 months ago
2012
Significant progress has been made recently in the following two lines of research in the intersection of AI and game theory: (1) the computation of optimal strategies to commit ...
IFIP
2005
Springer
14 years 1 months ago
2005
Springer
In this paper we analyze the electricity portfolio problem of a big consumer in a multi-stage stochastic programming framework. Stochasticity enters the model via the uncertain spo...
GECCO
2010
Springer
13 years 11 months ago
2010
Springer
This paper presents the result for Simultaneous Perturbation Stochastic Approximation (SPSA) on the BBOB 2010 noiseless testbed. SPSA is a stochastic gradient approximation strate...