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AUTOMATICA
2006
13 years 8 months ago
2006
This paper examines a problem related to the optimal risk management of banks in a stochastic dynamic setting. In particular, we minimize7 market and capital adequacy risk that in...
CORR
2006
Springer
13 years 8 months ago
2006
Springer
In multi-criteria optimization, several objective functions are to be optimized. Since the different objective functions are usually in conflict with each other, one cannot conside...
WG
2005
Springer
14 years 1 months ago
2005
Springer
Abstract. We consider a generalization of the classical max-cut problem where two objective functions are simultaneously considered. We derive some theorems on the existence and th...
ATAL
2007
Springer
13 years 12 months ago
2007
Springer
This paper addresses distributed task allocation in complex scenarios modeled using the distributed constraint optimization problem (DCOP) formalism. We propose and evaluate a nov...
CDC
2010
IEEE
13 years 3 months ago
2010
IEEE
We consider the problem of dynamic buying and selling of shares from a collection of N stocks with random price fluctuations. To limit investment risk, we place an upper bound on t...