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CISSE
2007
Springer
14 years 3 months ago
2007
Springer
In an ad-hoc Grid environment where producers and consumers compete for providing and employing resources, trade handling in a fair and stable way is a challenging task. Dynamic ch...
FS
2006
13 years 9 months ago
2006
In this paper we investigate portfolio optimization in a Black-Scholes continuoustime setting under quantile based risk measures: value at risk, capital at risk and relative value...
HM
2007
Springer
14 years 23 days ago
2007
Springer
We present two hybrid Metaheuristics, a hybrid Iterated Local Search and a hybrid Simulated Annealing, for solving real-world extensions of the Vehicle Routing Problem with Time Wi...
JSAC
2006
13 years 8 months ago
2006
In this paper, we consider the problem of allocating bandwidth to two queues with arbitrary arrival processes, so as to minimize the total expected packet holding cost over a finit...
ICASSP
2008
IEEE
14 years 3 months ago
2008
IEEE
Bayesian estimation in nonlinear stochastic dynamical systems has been addressed for a long time. Among other solutions, Particle Filtering (PF) algorithms propagate in time a Mon...