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EOR
2008
70views more  EOR 2008»
13 years 7 months ago
Robust portfolio selection based on a multi-stage scenario tree
The aim of this paper is to apply the concept of robust optimization introduced by Bel-Tal and Nemirovski to the portfolio selection problems based on multi-stage scenario trees. ...
Ruijun Shen, Shuzhong Zhang
ICASSP
2008
IEEE
14 years 2 months ago
Robust adaptive beamforming for general-rank signal models using positive semi-definite covariance constraint
In this paper, we develop an improved approach to the worstcase robust adaptive beamforming for general-rank signal models by means of taking into account the positive semi-defin...
Haihua Chen, Alex B. Gershman
ICASSP
2011
IEEE
12 years 11 months ago
Worst-case based robust adaptive beamforming for general-rank signal models using positive semi-definite covariance constraint
In this paper, we develop a new approach to the robust beamforming for general-rank signal models. Our method is based on the worst-case performance optimization using a semi-de n...
Haihua Chen, Alex B. Gershman
SIMULATION
1998
177views more  SIMULATION 1998»
13 years 7 months ago
Simulation and Planning of an Intermodal Container Terminal
A decision support system for the management of an intermodal container terminal is presented. Among the problems to be solved, there are the spatial allocation of containers on t...
Luca Maria Gambardella, Andrea Emilio Rizzoli, Mar...
ISVC
2007
Springer
14 years 1 months ago
Combinatorial Shape Decomposition
We formulate decomposition of two-dimensional shapes as a combinatorial optimization problem and present a dynamic programming algorithm that solves it.
Ralf Juengling, Melanie Mitchell