Search Results - subject:"Gradient based"

Solving high-dimensional dynamic portfolio choice models with hierarchical B-splines on sparse grids

Schober, Peter; Valentin, Julian; Pflüger, Dirk - In: Computational economics 59 (2022) 1, pp. 185-224

Persistent link: https://www.econbiz.de/10013168972

Solving High-Dimensional Dynamic Portfolio Choice Models with Hierarchical B-Splines on Sparse Grids

Schober, Peter; Valentin, Julian; Pflüger, Dirk - In: Computational Economics 59 (2021) 1, pp. 185-224

, the models usually require continuous control variables, and hence gradient-based optimization with smooth approximations … enable accurate and fast numerical solutions with gradient-based optimization while still allowing for spatial adaptivity …

Persistent link: https://www.econbiz.de/10014501304

Learning per-machine linear dispatching rule for heterogeneous multi-machines control

Kim, Namyong; Barde, Stephane; Bae, Kiwook; Shin, Hayong - In: International journal of production research 61 (2023) 1, pp. 162-182

Persistent link: https://www.econbiz.de/10013530881

Gradient-based simulation optimization algorithms via multi-resolution system approximations

Xu, Jingxu; Zheng, Zeyu - In: INFORMS journal on computing : JOC ; charting new … 35 (2023) 3, pp. 633-651

Persistent link: https://www.econbiz.de/10014327999

Type-1 and singleton fuzzy logic system binary classifier trained by BFGS optimization method

Calderano, Pedro H. S.; Ribeiro, Mateus Gheorghe de Castro - In: Fuzzy optimization and decision making : a journal of … 22 (2023) 1, pp. 149-168

Persistent link: https://www.econbiz.de/10014227973

Iterative methods for solving sylvester transpose tensor equation A⋆NX⋆MB+C⋆MXT⋆ND=E

Dehdezi, Eisa Khosravi - In: Operations research forum 2 (2021) 4, pp. 1-21

Persistent link: https://www.econbiz.de/10012794367

Forecasting in big data environments : an adaptable and automated shrinkage estimation of neural networks (AAShNet)

Habibnia, Ali; Maasoumi, Esfandiar - In: Journal of quantitative economics 19 (2021), pp. 363-381

Persistent link: https://www.econbiz.de/10013441731

Maximum likelihood estimation by Monte Carlo simulation : toward data-driven stochastic modeling

Peng, Yijie; Fu, Michael; Heidergott, Bernd; Lam, Henry - In: Operations research 68 (2020) 6, pp. 1896-1912

Persistent link: https://www.econbiz.de/10012392175

Hyper-parameter optimization for support vector machines using stochastic gradient descent and dual coordinate descent

Jiang, Wei; Siddiqui, Sauleh - In: EURO journal on computational optimization 8 (2020) 1, pp. 85-101

Persistent link: https://www.econbiz.de/10012803807

Chance-constrained optimization for pension fund portfolios in the presence of default risk

Sun, Yufei; Aw, Grace; Loxton, Ryan; Teo, Kok Lay - In: European journal of operational research : EJOR 256 (2017) 1, pp. 205-214

Persistent link: https://www.econbiz.de/10011611251