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An anytime multistep anticipatory algorithm for online stochastic combinatorial optimization
Mercier, Luc; Van Hentenryck, Pascal - 2011
Persistent link: https://www.econbiz.de/10008986873
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Analysis of multiclass Markovian polling systems with feedback and composite scheduling algorithms
Hirayama, Tetsuji - 2012
Persistent link: https://www.econbiz.de/10009613863
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Probabilistic analysis of online bin coloring algorithms via stochastic comparison
Hiller, Benjamin; Vredeveld, Tjark - 2008
Persistent link: https://www.econbiz.de/10003808752
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MDP algorithms for portfolio optimization problems in pure jump markets
Bäuerle, Nicole; Rieder, Ulrich - In: Finance and stochastics 13 (2009) 4, pp. 591-611
Persistent link: https://www.econbiz.de/10003899534
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Adaptive hybrid Metropolis-Hastings samplers for DSGE models
Strid, Ingvar; Giordani, Paolo; Kohn, Robert - 2010
potentially be much larger. -- Markov Chain Monte Carlo (MCMC) ; Adaptive Metropolis-Hastings ; Parallel algorithm ; DSGE model …
Persistent link: https://www.econbiz.de/10003932659
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To bridge, to warp or to wrap? A comparative study of Monte Carlo methods for efficient evaluation of marginal likelihoods
Ardia, David; Hoogerheide, Lennart; Dijk, Herman K. van - 2009
Persistent link: https://www.econbiz.de/10003813789
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To bridge, to warp or to wrap? : a comparative study of Monte Carlo methods for efficient evaluation of marginal likelihoods
Ardia, David; Hoogerheide, Lennart; Dijk, Herman K. van - 2009
importance sampling or the independence chain Metropolis-Hastings algorithm for posterior analysis. A comparative analysis is …
Persistent link: https://www.econbiz.de/10011377602
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SinkRank : an algorithm for identifying systemically important banks in payment systems
Soramäki, Kimmo; Cook, Samantha - 2013
the system overall; moreover, the SinkRank algorithm can identify which individual banks would be most disrupted by a …
Persistent link: https://www.econbiz.de/10009759774
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The value iteration algorithm is not strongly polynomial for discounted dynamic programming
Feinberg, Eugene A.; Huang, Jefferson - In: Operations research letters 42 (2014) 2, pp. 130-131
Persistent link: https://www.econbiz.de/10010364590
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Viterbi algorithms for hidden semi-Markov models with application to DNA Analysis
Pertsinidou, Christina-Elisavet; Limnios, Nikolaos - In: RAIRO / Operations research 49 (2015) 3, pp. 511-526
Persistent link: https://www.econbiz.de/10011509361