Essays about: "optimal stopping problem"

Showing result 1 - 5 of 7 essays containing the words optimal stopping problem.

1. 1. Real-time Optimal Braking for Marine Vessels with Rotating Thrusters

   University essay from KTH/Matematik (Avd.)

   Author : Sigurlaug Rún Jónsdóttir; [2022]
   Keywords : Nonlinear optimization; nonlinear optimal control; numerical optimal control; real-time solution; optimal braking; receding horizon; modeling; ship model; propeller forces; rudder forces; direct multiple shooting method; discretization;

   Abstract : Collision avoidance is an essential component of autonomous shipping. As ships begin to advance towards autonomy, developing an advisory system is one of the first steps. An advisory system with a strong collision avoidance component can help the crew act more quickly and accurately in dangerous situations. READ MORE

3. 2. Combined Regularisation Techniques for Artificial Neural Networks

   University essay from Lunds universitet/Beräkningsbiologi och biologisk fysik - Genomgår omorganisation

   Author : Joseph Binns; [2022]
   Keywords : Artificial Neural Networks; ANNs; Overfitting; Combined Regularisation Techniques; Regularisation Techniques; Regularisation; L2; Weight Decay; Dropout; Early Stopping; Physics and Astronomy;

   Abstract : Artificial neural networks are prone to overfitting – the process of learning details specific to a particular training data set. Success in preventing overfitting through combining the L2 and dropout regularisation techniques has led to the combination’s recent popularity. READ MORE

4. 3. Dynamic Stopping for Artificial Neural Networks

   University essay from Lunds universitet/Beräkningsbiologi och biologisk fysik - Genomgår omorganisation

   Author : Daniel Louis Hubert Lizotte; [2022]
   Keywords : Artificial Neural Network; Physics and Astronomy;

   Abstract : The growing popularity of Artificial Neural Networks (ANN) demands continuous improvement and optimization of the training process to achieve higher-performing algorithms at a lower computational cost. During training an ANN learns to solve a problem by looking at examples, and will iteratively go over a dataset to reach an optimal performance. READ MORE

5. 4. Childhood Habituation in Evolution of Augmenting Topologies (CHEAT)

   University essay from Lunds universitet/Beräkningsbiologi och biologisk fysik - Genomgår omorganisation

   Author : Anton Moberg; [2020]
   Keywords : Neuroevolution; genetic algorithm; machine learning; ML; CHEAT; Childhood Habituation in Evolution of Augmenting Topologies; optimization; artificial neural network; self evolving; model selection; Physics and Astronomy;

   Abstract : Neuroevolution is a field within machine learning that applies genetic algorithms to train artificial neural networks. Neuroevolution of Augmenting Topologies (NEAT) is a method that evolves both the topology of the network and trains the weights of the network at the same time, and has been found to successfully solve reinforcement learning problems efficiently and the XOR problem with a minimal topology. READ MORE

6. 5. Problem of hedging of a portfolio with a unique rebalancing moment

   University essay from Tillämpad matematik och fysik (MPE-lab)

   Author : Georgy Mironenko; [2012]
   Keywords : Financial Mathematics; optimal stopping problem; mean-square criterion; hedging; optimal portfolio rebalansing;

   Abstract : The paper deals with the problem of finding an optimal one-time rebalancing strategy for the Bachelier model, and makes some remarks for the similar problem within Black-Scholes model. The problem is studied on finite time interval under mean-square criterion of optimality. READ MORE