9787 search results - page 458 / 1958 » A Utile Function Optimizer |
386
click to vote
Publication
In the Bayesian approach to sequential decision making, exact calculation of the (subjective) utility is intractable. This extends to most special cases of interest, such as reinfo...
221
click to vote
GECCO
2004
Springer
2004
Springer
Using Clustering Techniques to Improve the Performance of a Multi-objective Particle Swarm Optimizer
16 years 8 days ago
In this paper, we present an extension of the heuristic called “particle swarm optimization” (PSO) that is able to deal with multiobjective optimization problems. Our approach ...
196
click to vote
GECCO
2006
Springer
15 years 10 months ago
2006
Springer
In this paper, an object-oriented unified optimization framework (UOF) for general problem optimization is proposed. Based on evolutionary algorithms, numerical deterministic meth...
160
click to vote
WSC
2008
15 years 9 months ago
2008
We study a stochastic optimization problem that has its roots in financial portfolio design. The problem has a specified deterministic objective function and constraints on the co...
145
click to vote
FS
2006
15 years 6 months ago
2006
We consider the Merton problem of optimal portfolio choice when the traded instruments are the set of zero-coupon bonds. Working within an infinite-factor Markovian Heath-Jarrow-Mo...