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. ...
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...
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...
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...
We formulate decomposition of two-dimensional shapes as a combinatorial optimization problem and present a dynamic programming algorithm that solves it.