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Reinforcement learning and its application to Othello

van Wezel, van Wezel, M.C.; van Eck, van Eck, N.J.P. - Faculteit der Economische Wetenschappen, Erasmus … - 2005

In this article we describe reinforcement learning, a machine learning technique for solving sequential decision problems. We describe how reinforcement learning can be combined with function approximation to get approximate solutions for problems with very large state spaces. One such problem...

Persistent link: https://www.econbiz.de/10010837883

Simulation-based solution of stochastic mathematical programs with complementarity constraints: sample-path analyis

Gurkan, G.; Listes, Listes, O.L. - Faculteit der Economische Wetenschappen, Erasmus … - 2004

be used for modeling "average" or steady-state behavior of complex stochastic systems. Recently, simulation-based methods …

Persistent link: https://www.econbiz.de/10010731565

Arrival processes in port modeling: insights from a case study

Dekker, Rommert; van Asperen, van Asperen, E.; Polman, M.; … - Faculteit der Economische Wetenschappen, Erasmus … - 2004

are considered: controlled and uncontrolled. Simulation results show that uncontrolled arrivals of ships perform worst in …

Persistent link: https://www.econbiz.de/10010731597

Adaptive Polar Sampling with an Application to a Bayes Measure of Value-at-Risk

Bauwens, Luc; Bos, Charles; van Dijk, Herman K. - Faculteit der Economische Wetenschappen, Erasmus … - 1999

Adaptive Polar Sampling (APS) is proposed as a Markov chain Monte Carlo method for Bayesian analysis of models with ill-behaved posterior distributions. In order to sample efficiently from such a distribution, a location-scale transformation and a transformation to polar coordinates are used....

Persistent link: https://www.econbiz.de/10010731811

Adaptive extensions of the Nelder and Mead Simplex Method for optimization of stochastic simulation models

Dekker, Rommert; Neddermeijer, H.G.; van Oortmarssen, … - Faculteit der Economische Wetenschappen, Erasmus … - 2000

We consider the Nelder and Mead Simplex Method for the optimization of stochastic simulation models. Existing and new …

Persistent link: https://www.econbiz.de/10010731821

A framework for response surface methodology for simulation optimization

Dekker, Rommert; Neddermeijer, H.G.; van Oortmarssen, … - Faculteit der Economische Wetenschappen, Erasmus … - 2000

We develop a framework for automated optimization of stochastic simulation models using Response Surface Methodology …. The framework is especially intended for simulation models where the calculation of the corresponding stochastic response … stochastic simulation models in a non-automated fashion. In scientific applications there is a clear need for a standardized …

Persistent link: https://www.econbiz.de/10010731832

Modelling and Simulation: An Overview

McAleer, Michael; Oxley, Les; Chan, Chan, F. - Faculteit der Economische Wetenschappen, Erasmus … - 2013

The papers in this special issue of Mathematics and Computers in Simulation cover the following topics: improving …, globalization, and innovation: a general equilibrium simulation, whether exchange rates affect consumer prices: a comparative …

Persistent link: https://www.econbiz.de/10010732602

A comparison of models for measurable deterioration: an application to coating on steel structures

Nicolai, R.P.; Dekker, Rommert; van Noortwijk, van … - Faculteit der Economische Wetenschappen, Erasmus … - 2006

Steel structures like bridges, tanks and pylons are exposed to outdoor weathering conditions. In order to prevent them from corrosion they are protected by organic coating systems. This paper focuses on modelling the deterioration of the organic coating layer that protects steel structures from...

Persistent link: https://www.econbiz.de/10010837839

Stochastic programming for multiple-leg network revenue management

de Boer, S.V.; Freling, Freling, R.; Piersma, N. - Faculteit der Economische Wetenschappen, Erasmus … - 1999

Airline seat inventory control is a very profitable tool in the airline industry. Mathematical programming models provide booking limits or bid-prices for all itineraries and fare classes based on demand forecasts. But the actual revenue generated in the booking process fails to meet...

Persistent link: https://www.econbiz.de/10010837901

Comparison of response surface methodology and the Nelder and Mead simplex method for optimization in microsimulation models

Dekker, Rommert; Neddermeijer, H.G.; Piersma, N.; van … - Faculteit der Economische Wetenschappen, Erasmus … - 1999

Microsimulation models are increasingly used in the evaluation of cancer screening. Latent parameters of such models can be estimated by optimization of the goodness-of-fit. We compared the efficiency and accuracy of the Response Surface Methodology and the Nelder and Mead Simplex Method for...

Persistent link: https://www.econbiz.de/10010837974