Sciweavers

3690 search results - page 392 / 738
» Computation with classical sequents
Sort
View
168
Voted
MP
2006
87views more  MP 2006»
15 years 6 months ago
Convexity and decomposition of mean-risk stochastic programs
Abstract. Traditional stochastic programming is risk neutral in the sense that it is concerned with the optimization of an expectation criterion. A common approach to addressing ri...
Shabbir Ahmed
AI
2000
Springer
15 years 6 months ago
Stochastic dynamic programming with factored representations
Markov decisionprocesses(MDPs) haveproven to be popular models for decision-theoretic planning, but standard dynamic programming algorithms for solving MDPs rely on explicit, stat...
Craig Boutilier, Richard Dearden, Moisés Go...
CG
1999
Springer
15 years 6 months ago
A visibility algorithm for hybrid geometry- and image-based modeling and rendering
Hybrid geometry- and image-based modeling and rendering systems use photographs taken of a real-world environment and mapped onto the surfaces of a 3D model to achieve photorealis...
Thomas A. Funkhouser
MP
1998
73views more  MP 1998»
15 years 6 months ago
On proving existence of feasible points in equality constrained optimization problems
Various algorithms can compute approximate feasible points or approximate solutions to equality and bound constrained optimization problems. In exhaustive search algorithms for gl...
R. Baker Kearfott
IJPP
2010
137views more  IJPP 2010»
15 years 5 months ago
Parallel Option Price Valuations with the Explicit Finite Difference Method
Abstract. We show how computations such as those involved in American or European-style option price valuations with the explicit finite difference method can be performed in par...
Alexandros V. Gerbessiotis