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CDC
2008
IEEE
110views Control Systems» more  CDC 2008»
15 years 10 months ago
Multistage investments with recourse: A single-asset case with transaction costs
— We consider a financial decision problem involving dynamic investment decisions on a single risky instrument over multiple and discrete time periods. Investment returns are as...
Ufuk Topcu, Giuseppe Carlo Calafiore, Laurent El G...
198
Voted
SIGMOD
2008
ACM
145views Database» more  SIGMOD 2008»
16 years 4 months ago
Optimizing complex queries with multiple relation instances
Today's query processing engines do not take advantage of the multiple occurrences of a relation in a query to improve performance. Instead, each instance is treated as a dis...
Yu Cao, Gopal C. Das, Chee Yong Chan, Kian-Lee Tan
CPAIOR
2009
Springer
15 years 10 months ago
Optimal Interdiction of Unreactive Markovian Evaders
The interdiction problem arises in a variety of areas including military logistics, infectious disease control, and counter-terrorism. In the typical formulation of network interdi...
Alexander Gutfraind, Aric A. Hagberg, Feng Pan
156
Voted
ICTAI
2005
IEEE
15 years 9 months ago
Subgoal Ordering and Granularity Control for Incremental Planning
In this paper, we study strategies in incremental planning for ordering and grouping subproblems partitioned by the subgoals of a planning problem when each subproblem is solved b...
Chih-Wei Hsu, Yixin Chen
CORR
2008
Springer
125views Education» more  CORR 2008»
15 years 4 months ago
Semidefinite programming for N-Player Games
Abstract. We introduce two min-max problems: the first problem is to minimize the supremum of finitely many rational functions over a compact basic semi-algebraic set whereas the s...
Rida Laraki, Jean B. Lasserre