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ANOR
2007
165views more  ANOR 2007»
15 years 6 months ago
Financial scenario generation for stochastic multi-stage decision processes as facility location problems
The quality of multi-stage stochastic optimization models as they appear in asset liability management, energy planning, transportation, supply chain management, and other applicat...
Ronald Hochreiter, Georg Ch. Pflug
ATAL
2010
Springer
15 years 7 months ago
Divide-and-coordinate: DCOPs by agreement
In this paper we investigate an approach to provide approximate, anytime algorithms for DCOPs that can provide quality guarantees. At this aim, we propose the divide-and-coordinat...
Meritxell Vinyals, Marc Pujol, Juan A. Rodrí...
AUSAI
2004
Springer
15 years 11 months ago
An ACO Algorithm for the Most Probable Explanation Problem
We describe an Ant Colony Optimization (ACO) algorithm, ANT-MPE, for the most probable explanation problem in Bayesian network inference. After tuning its parameters settings, we c...
Haipeng Guo, Prashanth R. Boddhireddy, William H. ...
ATAL
2001
Springer
15 years 10 months ago
Simple Negotiating Agents in Complex Games:
We present a simple model of distributed multi-agent multi-issued contract negotiation for open systems where interactions are competitive and information is private and not shared...
Peyman Faratin, Mark Klein, Hiroki Sayama, Yaneer ...
WSC
2004
15 years 7 months ago
Adaptive Control Variates
Adaptive Monte Carlo methods are specialized Monte Carlo simulation techniques where the methods are adaptively tuned as the simulation progresses. The primary focus of such techn...
Sujin Kim, Shane G. Henderson