Monte Carlo tree search for continuous and stochastic sequential decision making problems

A Couetoux - 2013 - theses.hal.science
In this thesis, I studied sequential decision making problems, with a focus on the unit
commitment problem. Traditionnaly solved by dynamic programming methods, this problem …

Differential evolution algorithm applied to non-stationary bandit problem

DL St-Pierre, J Liu - 2014 IEEE Congress on Evolutionary …, 2014 - ieeexplore.ieee.org
In this paper we compare Differential Evolution (DE), an evolutionary algorithm, to classical
bandit algorithms over the non-stationary bandit problem. First we define a testcase where …

[PDF][PDF] l'Université Paris-Saclay

K Morel - 2016 - researchgate.net
The environmental and social costs of using oil resources as well as their increasing scarcity
are challenging tomorrow's agriculture to reduce its dependency on fossil energies (Chow et …

Portfolio methods in uncertain contexts

J Liu - 2015 - theses.hal.science
This manuscript concentrates in studying methods to handle the noise, including using
resampling methods to improve the convergence rates and applying portfolio methods to …

Strategic choices in optimization

CW Chou, PC Chou, JJ Christophe… - Journal of information …, 2014 - hal.science
Many decision problems have two levels: one for strategic decisions, and another for tactical
management. This paper focuses on the strategic level, more specifically the sequential …

Sparse binary zero-sum games

D Auger, J Liu, S Ruette… - Asian Conference on …, 2015 - proceedings.mlr.press
Solving zero-sum matrix games is polynomial, because it boils down to linear programming.
The approximate solving is sublinear by randomized algorithms on machines with random …

Contributions to Monte Carlo Search

D Lupien St-Pierre - 2013 - orbi.uliege.be
This research is motivated by improving decision making under uncertainty and in particular
for games and symbolic regression. The present dissertation gathers research contributions …

[引用][C] Energy Systems: Optimization with Uncertainties, and Optimization Beyond Structured Models (Deliverable 4.1, Citines Project)

O Teytaud - 2013

[引用][C] Energy Systems: Optimization with Uncertainties, and Optimization Beyond Structured Models (Deliverable 4.1, Mash Project)

O Teytaud - 2012