Results 271 to 280 of about 4,474,845 (304)

ASYMPTOTICALLY OPTIMAL PORTFOLIOS

Mathematical Finance, 1992
This paper extends to continuous time the concept of universal portfolio introduced by Cover (1991). Being a performance weighted average of constant rebalanced portfolios, the universal portfolio outperforms constant rebalanced and buy‐and‐hold portfolios exponentially over the long run.
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Asymptotically Optimal Loss Network Control

Mathematics of Operations Research, 1993
We consider a loss network which employs alternative routing and derive the asymptotically optimal call acceptance and routing policy, the limit being as the number of links becomes large. We show that a well known control policy, least busy alternative routing with trunk reservation, is asymptotically optimal.
Hunt, P. J., Laws, C. N.
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Optimal Repairman Allocation—Asymptotic Results

Management Science, 1978
We consider a single repairman who maintains a coherent system of n components. Each component works for and is repaired in random periods of time with exponential distribution independent of the behavior of other components. We try to find a policy for assignment of the repairman which maximizes the long run probability that the system functions ...
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Asymptotically Optimal Filters

The 31st ACM Symposium on Parallelism in Algorithms and Architectures, 2019
A filter, such as a Bloom filter, maintains a compact, probabilistic representation of a set S of elements from a universe U. The challenge is to design a filter that uses optimal space and requires a constant number of memory accesses per query while supporting both insertions and deletions.
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Asymptotically Optimal Filtering

2001
In previous chapters, a number of filtering models, for which the ‘filtering equation’ admits a closed form, like the Kalman-Bucy filter (Chapter 10), the conditionally Gaussian filter (Chapters 11 and 13), the Wonham type filter and the Kushner-Zakai filter (Chapter 8), were presented.
Robert S. Liptser, Albert N. Shiryaev
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Optimal Asymptotic Tests

1983
In this chapter we discuss optimal asymptotic tests for simple and composite hypotheses involving a scalar or vector parameter. The basic model is as given in §2 of Chapter 1 and we assume the LAMN condition is satisfied. This general model is used in §§3 and 4. In later sections more restrictive conditions are required.
Ishwar V. Basawa, David John Scott
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Universal Asymptotic Optimality

1997
A cubature formula having an optimal mode of convergence in a given Banach space certainly preserves this property under passage to an equivalent norm. A stronger assertion is often valid: a formula has an optimal mode of convergence in different nonequivalent spaces.
S. L. Sobolev, V. L. Vaskevich
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Asymptotically optimal perfect steganographic systems

Problems of Information Transmission, 2009
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Ryabko, Boris, Ryabko, Daniil
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Asymptotically optimal estimation

1981 20th IEEE Conference on Decision and Control including the Symposium on Adaptive Processes, 1981
The purpose of this paper is to investigate the use of asymptotic methods in the design of optimal state estimators for nonlinear systems and to use these methods to estimate the complexity of such filters. More specifically, we develop expansions for the autocorrelation function of the solution of a stochastic differential equation which is close to ...
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On asymptotic log-optimal portfolio optimization

Automatica, 2023
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
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