Results 11 to 20 of about 271 (47)
A Semidefinite Approach for Truncated K-Moment Problems [PDF]
, 2012 A truncated moment sequence (tms) of degree d is a vector indexed by monomials whose degree is at most d. Let K be a semialgebraic set.The truncated K-moment problem (TKMP) is: when does a tms y admit a positive Borel measure supported?
Helton, J. William, Jiawang Nie
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Joint dynamic probabilistic constraints with projected linear decision rules [PDF]
, 2016 We consider multistage stochastic linear optimization problems combining joint dynamic probabilistic constraints with hard constraints. We develop a method for projecting decision rules onto hard constraints of wait-and-see type.
Guigues, Vincent, Henrion, Rene
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A Subgradient Method for Free Material Design [PDF]
, 2016 A small improvement in the structure of the material could save the manufactory a lot of money. The free material design can be formulated as an optimization problem.
Kocvara, Michal +2 more
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A search algorithm for a class of optimal finite-precision controller realization problems with saddle points [PDF]
, 2005 With game theory, we review the optimal digital controller realization problems that maximize a finite word length (FWL) closed-loop stability measure.
Chen, S., Chu, J., Li, G., Wu, J.
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Optimal Release Time Decision from Fuzzy Mathematical Programming Perspective
, 2015 Demand for high software reliability requires rigorous testing followed by requirement of robust modeling techniques for software quality prediction. On one side, firms have to steadily manage the reliability by testing it vigorously, the optimal release
Agarwal, Mohini +3 more
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Pricing American Options by Exercise Rate Optimization [PDF]
, 2019 We present a novel method for the numerical pricing of American options based on Monte Carlo simulation and the optimization of exercise strategies. Previous solutions to this problem either explicitly or implicitly determine so-called optimal exercise ...
Bayer, Christian +2 more
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Portfolio optimization with two coherent risk measures
, 2020 We provide analytical results for a static portfolio optimization problem with two coherent risk measures. The use of two risk measures is motivated by joint decision-making for portfolio selection where the risk perception of the portfolio manager is of
Aktürk, Tahsin Deniz, Ararat, Çağın
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, 2013 Model reduction methods often aim at an identification of slow invariant manifolds in the state space of dynamical systems modeled by ordinary differential equations.
Lebiedz, Dirk, Siehr, Jochen
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Relative Robust Portfolio Optimization [PDF]
, 2013 Considering mean-variance portfolio problems with uncertain model parameters, we contrast the classical absolute robust optimization approach with the relative robust approach based on a maximum regret function.
Hauser, Raphael +2 more
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Stabilized Benders methods for large-scale combinatorial optimization, with appllication to data privacy [PDF]
, 2017 The Cell Suppression Problem (CSP) is a challenging Mixed-Integer Linear Problem arising in statistical tabular data protection. Medium sized instances of CSP involve thousands of binary variables and million of continuous variables and constraints ...
Baena, Daniel +2 more
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