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ADVCS
2010
13 years 9 months ago
2010
It is shown that the axioms for coherent risk measures imply that whenever there is a pair of portfolios such that one of them dominates the other one in a given sample (which hap...
CORR
2010
Springer
13 years 9 months ago
2010
Springer
Solving stochastic optimization problems under partial observability, where one needs to adaptively make decisions with uncertain outcomes, is a fundamental but notoriously diffic...
PE
2006
Springer
13 years 9 months ago
2006
Springer
In this paper, we study the problem of dynamic allocation of the resources of a general parallel processing system, comprised of M heterogeneous processors and M heterogeneous tra...
SIAMJO
2008
13 years 9 months ago
2008
Stochastic dominance constraints allow a decision-maker to manage risk in an optimization setting by requiring their decision to yield a random outcome which stochastically domina...
ICCV
2009
IEEE
13 years 7 months ago
2009
IEEE
Finding the largest consensus set is one of the key ideas used by the original RANSAC for removing outliers in robust-estimation. However, because of its random and non-determinis...