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Stochastic Pareto local search : Pareto neighbourhood exploration and perturbation strategies

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H ∞ constraint Pareto optimal strategy for stochastic LPV systems

Ahmed, Mostak; Mukaidani, Hiroaki; Shima, Tadashi - In: International game theory review 20 (2018) 2, pp. 1-20

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Pareto optimal cooperative control of mean-field backward stochastic differential system in finite horizon

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Optimality in an OLG model with nonsmooth preferences

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Solving Nonlinear Stochastic Optimal Control Problems Using Evolutionary Heuristic Optimization

Savin, Ivan - 2013

Policy makers constantly face optimal control problems: what controls allow to achieve certain targets in, e.g., GDP growth or inflation? Conventionally this is done by applying certain linear- quadratic optimization algorithms to dynamic econometric models. Several algorithms extend this...

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Application of a stochastic schemata exploiter for multi-objective hyper-parameter optimization of machine learning

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Optimal dividend bands revisited : a gradient-based method and evolutionary algorithms

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Solving nonlinear stochastic optimal control problems using evolutionary heuristic optimization

Blueschke, Dmitri; Savin, Ivan - 2013

Policy makers constantly face optimal control problems: what controls allow to achieve certain targets in, e.g., GDP growth or inflation? Conventionally this is done by applying certain linear-quadratic optimization algorithms to dynamic econometric models. Several algorithms extend this...

Persistent link: https://www.econbiz.de/10010252386