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...
Abstract. Theoretical and empirical evidence exists that the hierarchical Bayesian optimization algorithm (hBOA) can solve challenging hierarchical problems and anything easier. Th...
Biogeography-based optimization (BBO) is a new evolutionary algorithm based on the science of biogeography. We propose two extensions to BBO. First, we propose blended migration. ...
A proposal for a memory design is given that is suitable for solving constrained dynamic optimization problems by an evolutionary m. Based on ideas from abstract memory, two scheme...
We solve optimal transportation problem using stochastic optimal control theory. Indeed, for a super linear cost at most quadratic at infinity, we prove Kantorovich duality theore...