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ALIFE
2002
13 years 7 months ago
2002
In this paper, we study the relationship between the two techniques known as ant colony optimization (aco) and stochastic gradient descent. More precisely, we show that some empir...
WSC
2004
13 years 9 months ago
2004
We review the basic principles of Quasi-Monte Carlo (QMC) methods, the randomizations that turn them into variancereduction techniques, and the main classes of constructions under...
CORR
2006
Springer
13 years 7 months ago
2006
Springer
The cross-entropy method (CE) developed by R. Rubinstein is an elegant practical principle for simulating rare events. The method approximates the probability of the rare event by...
ICML
2000
IEEE
14 years 8 months ago
2000
IEEE
This paper presents a general method to derive tight rates of convergence for numerical approximations in optimal control when we consider variable resolution grids. We study the ...
MP
2008
13 years 7 months ago
2008
Multistage stochastic programs have applications in many areas and support policy makers in finding rational decisions that hedge against unforeseen negative events. In order to en...