A new stochastic optimization algorithm referred to by the authors as the `Mean-Variance Optimization' (MVO) algorithm is presented in this paper. MVO falls into the category ...
Istvan Erlich, Ganesh K. Venayagamoorthy, Nakawiro...
Enforced hill-climbing is an effective deterministic hillclimbing technique that deals with local optima using breadth-first search (a process called "basin flooding"). ...
The inverse diffusion problems deal with the estimation of many crucial parameters such as the diffusion coefficient, source properties, and boundary conditions. Such algorithms ...
Abstract. Realistic simulation of interacting virtual characters is essential in computer games, training and simulation applications. The problem is very challenging since people ...
Ben J. H. van Basten, Sander E. M. Jansen, Ioannis...
We consider linear-quadratic-Gaussian (LQG) games with a major player and a large number of minor players. The major player has a significant influence on others. The minor playe...