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CDC
2008
IEEE
110views Control Systems» more  CDC 2008»
16 years 1 months ago
Multistage investments with recourse: A single-asset case with transaction costs
— We consider a financial decision problem involving dynamic investment decisions on a single risky instrument over multiple and discrete time periods. Investment returns are as...
Ufuk Topcu, Giuseppe Carlo Calafiore, Laurent El G...
SEMCCO
2010
15 years 4 months ago
Differential Evolution Algorithm with Ensemble of Parameters and Mutation and Crossover Strategies
Differential Evolution (DE) has attracted much attention recently as an effective approach for solving numerical optimization problems. However, the performance of DE is sensitive ...
Rammohan Mallipeddi, Ponnuthurai Nagaratnam Sugant...
CDC
2010
IEEE
158views Control Systems» more  CDC 2010»
15 years 1 months ago
Adaptive-based, scalable design for autonomous multi-robot surveillance
In this paper the problem of positioning a team of mobile robots for a surveillance task in a non-convex environment with obstacles is considered. The robots are equipped with glob...
Alessandro Renzaglia, Lefteris Doitsidis, Agostino...
GECCO
2005
Springer
131views Optimization» more  GECCO 2005»
15 years 12 months ago
Statistical analysis of heuristics for evolving sorting networks
Designing efficient sorting networks has been a challenging combinatorial optimization problem since the early 1960’s. The application of evolutionary computing to this problem ...
Lee K. Graham, Hassan Masum, Franz Oppacher
ICML
1996
IEEE
15 years 10 months ago
A Convergent Reinforcement Learning Algorithm in the Continuous Case: The Finite-Element Reinforcement Learning
This paper presents a direct reinforcement learning algorithm, called Finite-Element Reinforcement Learning, in the continuous case, i.e. continuous state-space and time. The eval...
Rémi Munos