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WSC
2008
13 years 9 months ago
Optimizing portfolio tail measures: Asymptotics and efficient simulation optimization
We consider a portfolio allocation problem where the objective function is a tail event such as probability of large portfolio losses. The dependence between assets is captured th...
Sandeep Juneja
CSE
2009
IEEE
14 years 2 months ago
Tuning Evidence-Based Trust Models
Abstract—Many evidence-based trust models require the adjustment of parameters such as aging- or exploration-factors. What the literature often does not address is the systematic...
Eugen Staab, Thomas Engel
IJRR
2008
139views more  IJRR 2008»
13 years 7 months ago
Learning to Control in Operational Space
One of the most general frameworks for phrasing control problems for complex, redundant robots is operational space control. However, while this framework is of essential importan...
Jan Peters, Stefan Schaal
EMNLP
2011
12 years 7 months ago
Exact Decoding of Phrase-Based Translation Models through Lagrangian Relaxation
This paper describes an algorithm for exact decoding of phrase-based translation models, based on Lagrangian relaxation. The method recovers exact solutions, with certificates of...
Yin-Wen Chang, Michael Collins
CP
2009
Springer
14 years 8 months ago
Solving a Location-Allocation Problem with Logic-Based Benders' Decomposition
Abstract. We address a location-allocation problem that requires deciding the location of a set of facilities, the allocation of customers to those facilities under facility capaci...
Mohammad M. Fazel-Zarandi, J. Christopher Beck