A Local Linear Embedding (LLE) module enhances the performance of two Evolutionary Computation (EC) algorithms employed as search tools in global optimization problems. The LLE em...
A problem of assigning cooperating uninhabited aerial vehicles to perform multiple tasks on multiple targets is posed as a new combinatorial optimization problem. A genetic algori...
Tal Shima, Steven J. Rasmussen, Andrew G. Sparks, ...
We present a simple dynamic equilibrium model for an online exchange where both buyers and sellers arrive according to a exogenously defined stochastic process. The structure of t...
We introduce a general approach to model a joint market of stock price and a term structure of variance swaps in an HJM-type framework. In such a model, strongly volatility-depend...
Multi-agent planning in stochastic environments can be framed formally as a decentralized Markov decision problem. Many real-life distributed problems that arise in manufacturing,...