3475 search results - page 188 / 695 » Backbones in Optimization and Approximation |
153
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ACG
2006
Springer
16 years 13 days ago
2006
Springer
Most game programs have a large number of parameters that are crucial for their performance. Tuning these parameters by hand is rather difficult. Therefore automatic optimization a...
177
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AUTOMATICA
2006
15 years 6 months ago
2006
A simulation-based optimization framework involving simultaneous perturbation stochastic approximation (SPSA) is presented as a means for optimally specifying parameters of intern...
186
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CORR
2006
Springer
15 years 6 months ago
2006
Springer
We consider the problem of sequential decentralized detection, a problem that entails several interdependent choices: the choice of a stopping rule (specifying the sample size), a...
146
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FS
2006
15 years 6 months ago
2006
Abstract. We present an iterative procedure for computing the optimal Bermudan stopping time, hence the Bermudan Snell envelope. The method produces an increasing sequence of appro...
175
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MANSCI
2008
15 years 6 months ago
2008
Value-at-Risk (VaR) is one of the most widely accepted risk measures in the financial and insurance industries, yet efficient optimization of VaR remains a very difficult problem....