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MOR
2006
90views more  MOR 2006»
15 years 4 months ago
Optimal Control and Hedging of Operations in the Presence of Financial Markets
We consider the problem of dynamically hedging the profits of a corporation when these profits are correlated with returns in the financial markets. In particular, we consider the...
René Caldentey, Martin B. Haugh
ISDA
2008
IEEE
15 years 10 months ago
Genetic Annealing Optimization: Design and Real World Applications
Both simulated annealing (SA) and the genetic algorithms (GA) are stochastic and derivative-free optimization technique. SA operates on one solution at a time, while the GA mainta...
Mostafa A. El-Hosseini, Aboul Ella Hassanien, Ajit...
ATAL
2003
Springer
15 years 9 months ago
Optimizing information exchange in cooperative multi-agent systems
Decentralized control of a cooperative multi-agent system is the problem faced by multiple decision-makers that share a common set of objectives. The decision-makers may be robots...
Claudia V. Goldman, Shlomo Zilberstein
HASE
2008
IEEE
15 years 11 months ago
Power Optimization in Fault-Tolerant Mobile Ad Hoc Networks
—In this paper, we investigate the transmission-power assignment problem for k-connected mobile ad hoc networks (MANETs), the problem of optimizing the lifetime of a MANET at a g...
Oliviero Riganelli, Radu Grosu, Samir R. Das, C. R...
IJCNN
2006
IEEE
15 years 10 months ago
An Evaluation of Over-Fit Control Strategies for Multi-Objective Evolutionary Optimization
— The optimization of classification systems is often confronted by the solution over-fit problem. Solution over-fit occurs when the optimized classifier memorizes the traini...
Paulo Vinicius Wolski Radtke, Tony Wong, Robert Sa...