7519 search results - page 341 / 1504 » Optimizing Generic Functions |
155
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WSC
2008
15 years 9 months ago
2008
We study a stochastic optimization problem that has its roots in financial portfolio design. The problem has a specified deterministic objective function and constraints on the co...
142
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FS
2006
15 years 6 months ago
2006
We consider the Merton problem of optimal portfolio choice when the traded instruments are the set of zero-coupon bonds. Working within an infinite-factor Markovian Heath-Jarrow-Mo...
167
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TEC
2002
15 years 6 months ago
2002
We present an optimization algorithm based on a model of bacterial chemotaxis. The original biological model is used to formulate a simple optimization algorithm, which is evaluate...
182
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ICML
2002
IEEE
16 years 7 months ago
2002
IEEE
Two notions of optimality have been explored in previous work on hierarchical reinforcement learning (HRL): hierarchical optimality, or the optimal policy in the space defined by ...
154
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ICIP
2005
IEEE
16 years 8 days ago
2005
IEEE
Fundamental to any graph cut segmentation methods is the assignment of edge weights. The existing solutions typically use gaussian, exponential or rectangular cost functions with ...