Sciweavers

2914 search results - page 280 / 583
» Optimization by Stochastic Continuation
Sort
View
UAI
1998
15 years 8 months ago
Flexible Decomposition Algorithms for Weakly Coupled Markov Decision Problems
This paper presents two new approaches to decomposing and solving large Markov decision problems (MDPs), a partial decoupling method and a complete decoupling method. In these app...
Ronald Parr
GECCO
2008
Springer
139views Optimization» more  GECCO 2008»
15 years 7 months ago
Coordinate change operators for genetic algorithms
This paper studies the issue of space coordinate change in genetic algorithms, based on two methods: convex quadratic approximations, and principal component analysis. In both met...
Elizabeth F. Wanner, Eduardo G. Carrano, Ricardo H...
PE
2000
Springer
95views Optimization» more  PE 2000»
15 years 6 months ago
Compositional performance modelling with the TIPPtool
Stochastic process algebras have been proposed as compositional specification formalisms for performance models. In this paper, we describe a tool which aims at realising all bene...
Holger Hermanns, Ulrich Herzog, Ulrich Klehmet, Va...
INFOCOM
2010
IEEE
15 years 5 months ago
Delay-Based Network Utility Maximization
—It is well known that max-weight policies based on a queue backlog index can be used to stabilize stochastic networks, and that similar stability results hold if a delay index i...
Michael J. Neely
AGI
2011
14 years 10 months ago
Information, Utility and Bounded Rationality
Abstract. Perfectly rational decision-makers maximize expected utility, but crucially ignore the resource costs incurred when determining optimal actions. Here we employ an axiomat...
Daniel Alexander Ortega, Pedro Alejandro Braun