Stochastic optimization

Results: 750



#Item
41Stochastic optimization / Mathematical optimization / Operations research / Applied mathematics / Stochastic programming / Operating reserve / Ancillary services / Wind power / Scenario optimization / Mathematical analysis / Electrical engineering

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Source URL: www.eeh.ee.ethz.ch

Language: English - Date: 2016-08-09 03:59:25
42Operations research / Numerical analysis / Systems science / Cybernetics / Evolutionary algorithms / Applied mathematics / CMA-ES / Stochastic optimization / Lunar Lander / Mathematical optimization / Dynamical system

Measuring Interestingness of Continuous Game Problems Samuel A. Roberts, Simon M. Lucas Abstract—This paper investigates the relationship between the difficulty and the interestingness of individual problem candidates

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Source URL: eldar.mathstat.uoguelph.ca

Language: English - Date: 2016-07-12 12:05:04
43Numerical analysis / Mathematical analysis / Mathematics / Estimation theory / Numerical linear algebra / M-estimators / Stochastic optimization / Conjugate gradient method / Nonlinear conjugate gradient method / Gradient descent / Gradient method / Hessian matrix

Revisiting natural gradient for deep networks Yoshua Bengio Universit´e de Montr´eal Montr´eal QC H3C 3J7 Canada

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Source URL: arxiv.org

Language: English - Date: 2014-02-18 01:51:44
44Mathematics / Mathematical optimization / Dynamic programming / Mathematical analysis / Equations / Operations research / Systems theory / Stochastic control / Bellman equation / Markov decision process / Q-learning / Reinforcement learning

Increasing the Action Gap: New Operators for Reinforcement Learning Marc G. Bellemare and Georg Ostrovski and Arthur Guez Philip S. Thomas∗ and R´emi Munos Google DeepMind {bellemare,ostrovski,aguez,munos}@google.com;

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Source URL: psthomas.com

Language: English - Date: 2015-12-12 00:05:18
45Statistics / Mathematical analysis / Probability / Operations research / Control theory / Mathematical optimization / Regression analysis / Cybernetics / Optimal control / Parameter / Normal distribution / Stochastic control

Tractable Bayesian Optimal Policy in the Presence of Regime Change and Local Parameter Uncertainty Eric T. Swanson Federal Reserve Bank of San Francisco http://www.ericswanson.pro

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Source URL: www.ericswanson.us

Language: English - Date: 2012-07-30 14:56:23
46Mathematical finance / Economy / Finance / Money / Stochastic processes / Financial markets / Options / Martingale theory / Semimartingale / Arbitrage / Forward contract / BlackScholes model

Hedging and Portfolio Optimization in Financial Markets with a Large Trader By Peter Bank† and Dietmar Baum‡ Abstract

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Source URL: page.math.tu-berlin.de

Language: English
47Game theory / Mathematics / Science and technology / Evolutionary game theory / Probability theory / Nash equilibrium / Strategy / Mathematical optimization / Markov chain / Best response / Normal-form game

Proceedings of Symposia in Applied Mathematics Stochastic Evolutionary Game Dynamics: Foundations, Deterministic Approximation, and Equilibrium Selection William H. Sandholm

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Source URL: www.ssc.wisc.edu

Language: English - Date: 2011-05-30 11:37:48
48Economy / Mathematical finance / Finance / Money / Economic equilibrium / Portfolio optimization / General equilibrium theory / Mathematical optimization / Risk premium / Financial risk / Incomplete markets / Stochastic volatility

Dynamic equilibrium with heterogeneous agents and risk constraints Rodolfo Prieto∗ November 2009 Abstract We examine the impact of risk-based portfolio constraints on asset prices in a standard exchange economy model w

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Source URL: www.hec.unil.ch

Language: English - Date: 2009-12-08 11:44:02
49Algebra / Mathematics / Multivariate statistics / Numerical analysis / Dimension reduction / Iterative methods / Numerical linear algebra / Principal component analysis / Singular value decomposition / Stochastic optimization / Algorithm / Sparse dictionary learning

I will discuss recent work on randomized algorithms for low-rank approximation and principal component analysis (PCA). The talk will focus on efforts that move beyond the extremely fast, but relatively crude approximatio

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Source URL: mmds-data.org

Language: English - Date: 2016-06-23 15:50:48
50Statistics / Numerical analysis / Mathematics / Computational statistics / Regression analysis / Econometrics / Convex optimization / Estimation theory / Stochastic gradient descent / Gradient descent / Linear regression / Mathematical optimization

CS168: The Modern Algorithmic Toolbox Lecture #6: Stochastic Gradient Descent and Regularization Tim Roughgarden & Gregory Valiant∗ April 13, 2016

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Source URL: theory.stanford.edu

Language: English - Date: 2016-06-04 09:49:44
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