407 search results - page 16 / 82 » Monte Carlo simulation approach to stochastic programming |
143
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SIAMSC
2010
15 years 22 days ago
2010
Infinitely divisible random vector without Gaussian component admits representations of shot noise series. Due to possible slow convergence of the series, they have not been inves...
159
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CIG
2006
IEEE
16 years 1 days ago
2006
IEEE
Abstract— This paper describes experiments using reinforcement learning techniques to compute pattern urgencies used during simulations performed in a Monte-Carlo Go architecture...
159
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ACG
2009
Springer
16 years 18 days ago
2009
Springer
Abstract. We present a new exploration term, more efficient than classical UCT-like exploration terms. It combines efficiently expert rules, patterns extracted from datasets, All-M...
152
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FPL
2008
Springer
15 years 7 months ago
2008
Springer
Today, quasi-Monte Carlo (QMC) methods are widely used in finance to price derivative securities. The QMC approach is popular because for many types of derivatives it yields an es...
181
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WSC
2008
15 years 8 months ago
2008
The global health, threatened by emerging infectious diseases, pandemic influenza, and biological warfare, is becoming increasingly dependent on the rapid acquisition, processing,...