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The efficiency of any metaheuristic algorithm largely depends on the way of balancing local intensive exploitation and global diverse exploration. Studies show that bat algorithm can provide a good balance between these two key components…

最优化与控制 · 数学 2014-08-25 Xin-She Yang , Suash Deb , Simon Fong

This study considers the estimation of the complementary cumulative distribution function of the occupation time (i.e., the time spent below a threshold) for a process governed by a stochastic differential equation. The focus is on the…

数值分析 · 数学 2026-01-15 Eya Ben Amar , Nadhir Ben Rached , Raul Tempone

Decentralized exchanges (DEXs) are crucial to decentralized finance (DeFi) as they enable trading without intermediaries. However, they face challenges like impermanent loss (IL), where liquidity providers (LPs) see their assets' value…

计算机科学与博弈论 · 计算机科学 2026-03-04 Irina Lebedeva , Dmitrii Umnov , Yury Yanovich , Ignat Melnikov , George Ovchinnikov

Differential evolution(DE) is a conventional algorithm with fast convergence speed. However, DE may be trapped in local optimal solution easily. Many researchers devote themselves to improving DE. In our previously work, whale swarm…

神经与进化计算 · 计算机科学 2019-09-05 Haozhen Dong , Liang Gao , Xinyu Li , Haoran Zhong , Bing Zeng

We address the challenge of solving machine learning tasks using data from privacy-sensitive sellers. Since the data is private, we design a data market that incentivizes sellers to provide their data in exchange for payments. Therefore our…

机器学习 · 计算机科学 2024-10-18 Ameya Anjarlekar , Rasoul Etesami , R. Srikant

We design a class of variable metric evolution strategies well suited for high-dimensional problems. We target problems with many variables, not (necessarily) with many objectives. The construction combines two independent developments:…

神经与进化计算 · 计算机科学 2024-12-23 Tobias Glasmachers

Optimizing the reliability and the robustness of a design is important but often unaffordable due to high sample requirements. Surrogate models based on statistical and machine learning methods are used to increase the sample efficiency.…

机器学习 · 统计学 2022-05-06 Can Bogoclu , Dirk Roos , Tamara Nestorović

We consider the recently introduced application of the Deck of Cards Method (DCM) to ordinal regression proposing two extensions related to two main research trends in Multiple Criteria Decision Aiding, namely scaling and ordinal regression…

最优化与控制 · 数学 2025-03-19 Salvatore Corrente , Salvatore Greco , Silvano Zappalá

In this paper we study a continuous time stochastic inventory model for a commodity traded in the spot market and whose supply purchase is affected by price and demand uncertainty. A firm aims at meeting a random demand of the commodity at…

最优化与控制 · 数学 2015-06-12 Maria B. Chiarolla , Giorgio Ferrari , Gabriele Stabile

In many important design problems, some decisions should be made by finding the global optimum of a multiextremal objective function subject to a set of constrains. Frequently, especially in engineering applications, the functions involved…

最优化与控制 · 数学 2015-09-17 Dmitri E. Kvasov , Yaroslav D. Sergeyev

Most solutions to the inventory management problem assume a centralization of information that is incompatible with organisational constraints in real supply chain networks. The inventory management problem is a well-known planning problem…

机器学习 · 计算机科学 2023-07-24 Marwan Mousa , Damien van de Berg , Niki Kotecha , Ehecatl Antonio del Rio-Chanona , Max Mowbray

1. Bayesian inference is difficult because it often requires time consuming tuning of samplers. Differential evolution Monte-Carlo (DEMC) is a self-tuning multi-chain sampling approach which requires minimal input from the operator as…

统计方法学 · 统计学 2022-09-22 Willem Bonnaffé

Service platforms must determine rules for matching heterogeneous demand (customers) and supply (workers) that arrive randomly over time and may be lost if forced to wait too long for a match. Our objective is to maximize the cumulative…

最优化与控制 · 数学 2023-12-19 Angelos Aveklouris , Levi DeValve , Maximiliano Stock , Amy R. Ward

Differential evolution (DE) is an effective population-based metaheuristic algorithm for solving complex optimisation problems. However, the performance of DE is sensitive to the mutation operator. In this paper, we propose a novel DE…

Evolutionary multi-agent systems (EMASs) are very good at dealing with difficult, multi-dimensional problems, their efficacy was proven theoretically based on analysis of the relevant Markov-Chain based model. Now the research continues on…

Today's global supply chains face growing challenges due to rapidly changing market conditions, increased network complexity and inter-dependency, and dynamic uncertainties in supply, demand, and other factors. To combat these challenges,…

最优化与控制 · 数学 2025-02-18 Zhaoyang Larry Jin , Mehdi Maasoumy , Yimin Liu , Zeshi Zheng , Zizhuo Ren

The Stockpile blending problem is an important component of mine production scheduling, where stockpiles are used to store and blend raw material. The goal of blending material from stockpiles is to create parcels of concentrate which…

神经与进化计算 · 计算机科学 2021-04-09 Yue Xie , Aneta Neumann , Frank Neumann

We develop a new identification strategy for demand estimation when cost shifters may not be available and there are substantial variations in demand over time. This approaches relies on a kind of nonlinear difference-in-differences, in…

综合经济学 · 经济学 2025-12-23 Xavier D'Haultfœuille , Ao Wang , Philippe Février , Lionel Wilner

Considering the close interaction between spare parts logistics and maintenance planning, this paper presents a model for joint optimization of multi-location spare parts supply chain and condition-based maintenance under predictive and…

最优化与控制 · 数学 2018-10-17 Morteza Soltani

The distributed schedule optimization of energy storage constitutes a challenge. Such algorithms often expect an input set containing all feasible schedules or respectively require to efficiently search the schedule space. It is hardly…

多智能体系统 · 计算机科学 2022-11-07 Rico Schrage , Paul Hendrik Tiemann , Astrid Nieße