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SIAMJO
2002
99views more  SIAMJO 2002»
13 years 9 months ago
On the Calmness of a Class of Multifunctions
The paper deals with the calmness of a class of multifunctions in finite dimensions. Its first part is devoted to various conditions for calmness, which are derived in terms of cod...
René Henrion, Abderrahim Jourani, Jir&iacut...
ORL
2007
64views more  ORL 2007»
13 years 9 months ago
Robust portfolio selection with uncertain exit time using worst-case VaR strategy
In this paper we consider the robust portfolio selection problem involving two types of uncertainties; the uncertainty in the distribution of exit time and the uncertainty in the ...
Dashan Huang, Frank J. Fabozzi, Masao Fukushima
RC
2007
64views more  RC 2007»
13 years 9 months ago
Unimodality, Independence Lead to NP-Hardness of Interval Probability Problems
In many real-life situations, we only have partial information about probabilities. This information is usually described by bounds on moments, on probabilities of certain events,...
Daniel Berleant, Olga Kosheleva, Vladik Kreinovich...
OL
2010
104views more  OL 2010»
13 years 8 months ago
On representations of the feasible set in convex optimization
We consider the convex optimization problem minx{f(x) : gj(x) ≤ 0, j = 1, . . . , m} where f is convex, the feasible set K is convex and Slater’s condition holds, but the funct...
Jean B. Lasserre
UTP
2010
13 years 7 months ago
Unifying Theories of Confidentiality
Abstract. This paper presents a framework for reasoning about the security of confidential data within software systems. A novelty is that we use Hoare and He's Unifying Theor...
Michael J. Banks, Jeremy L. Jacob