Search Results - subject:"Gradient-based optimization"

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

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

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