17543 search results - page 2 / 3509 » Stochastic Optimization Algorithms |
AOR
2010
13 years 8 months ago
2010
We show how a technique from signal processing known as zero-delay convolution can be used to develop more efficient dynamic programming algorithms for a broad class of stochastic...
MOR
2007
13 years 10 months ago
2007
Real-world networks often need to be designed under uncertainty, with only partial information and predictions of demand available at the outset of the design process. The field ...
ICASSP
2010
IEEE
13 years 11 months ago
2010
IEEE
— Ergodic stochastic optimization (ESO) algorithms are proposed to solve resource allocation problems that involve a random state and where optimality criteria are expressed in t...
CEC
2010
IEEE
13 years 12 months ago
2010
IEEE
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 ...
APPROX
2005
Springer
14 years 4 months ago
2005
Springer
The field of stochastic optimization studies decision making under uncertainty, when only probabilistic information about the future is available. Finding approximate solutions to...