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MANSCI
2008
122views more  MANSCI 2008»
13 years 7 months ago
Incorporating Asymmetric Distributional Information in Robust Value-at-Risk Optimization
Value-at-Risk (VaR) is one of the most widely accepted risk measures in the financial and insurance industries, yet efficient optimization of VaR remains a very difficult problem....
Karthik Natarajan, Dessislava Pachamanova, Melvyn ...
TSP
2010
13 years 2 months ago
Robust distributed source coder design by deterministic annealing
This paper considers the design of efficient quantizers for a robust distributed source coding system. The information is encoded at independent terminals and transmitted across se...
Ankur Saxena, Jayanth Nayak, Kenneth Rose
WSC
2008
13 years 10 months ago
Discrete Rate Simulation using linear programming
Discrete Rate Simulation (DRS) is a modeling methodology that uses event based logic to simulate linear continuous processes and hybrid systems. These systems are concerned with t...
Cecile Damiron, Anthony Nastasi
VMV
2001
91views Visualization» more  VMV 2001»
13 years 9 months ago
A Robust Procedure to Eliminate Degenerate Faces from Triangle Meshes
When using triangle meshes in numerical simulations or other sophisticated downstream applications, we have to guarantee that no degenerate faces are present since they have, e.g....
Mario Botsch, Leif Kobbelt
AAAI
2000
13 years 9 months ago
Robust Combinatorial Auction Protocol against False-Name Bids
This paper presents a new combinatorial auction protocol (LDS protocol) that is robust against false-name bids. Internet auctions have become an integral part of Electronic Commer...
Makoto Yokoo, Yuko Sakurai, Shigeo Matsubara