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Scaling Up the Sample Average Approximation Method for Stochastic Optimization with Applications to Trading Agents.

Amy GreenwaldBryan GuillemetteVictor NaroditskiyMichael Carl Tschantz
Published in: AMEC@AAMAS/TADA@IJCAI (2005)
Keyphrases
  • stochastic optimization
  • decision making
  • model selection
  • machine learning
  • multi agent
  • dynamic programming
  • linear programming
  • autonomous agents
  • constrained optimization