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PC
2008
158views Management» more  PC 2008»
13 years 7 months ago
Application of multistage stochastic programs solved in parallel in portfolio management
We present a multistage model for allocation of financial resources to bond indices in different currencies. The model was tested on historical data of interest and exchange rates...
Mária Lucká, Igor Melichercik, Ladis...
KI
2007
Springer
13 years 7 months ago
Solving Decentralized Continuous Markov Decision Problems with Structured Reward
We present an approximation method that solves a class of Decentralized hybrid Markov Decision Processes (DEC-HMDPs). These DEC-HMDPs have both discrete and continuous state variab...
Emmanuel Benazera
TEC
2002
163views more  TEC 2002»
13 years 7 months ago
Ants can solve constraint satisfaction problems
In this paper, we describe a new incomplete approach for solving constraint satisfaction problems (CSPs) based on the ant colony optimization (ACO) metaheuristic. The idea is to us...
Christine Solnon
CORR
2011
Springer
169views Education» more  CORR 2011»
13 years 2 months ago
Lower bound for deterministic semantic-incremental branching programs solving GEN
We answer a problem posed in [GKM08] regarding a restricted model of small-space computation, tailored for solving the GEN problem. They define two variants of “incremental bra...
Dustin Wehr
SIAMJO
2010
128views more  SIAMJO 2010»
13 years 2 months ago
Solving Log-Determinant Optimization Problems by a Newton-CG Primal Proximal Point Algorithm
We propose a Newton-CG primal proximal point algorithm for solving large scale log-determinant optimization problems. Our algorithm employs the essential ideas of the proximal poi...
Chengjing Wang, Defeng Sun, Kim-Chuan Toh