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...
Behnaz Pourebrahimi, S. Arash Ostadzadeh, Koen Ber...
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...
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...
Tonci Caric, Juraj Fosin, Ante Galic, Hrvoje Gold,...
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...
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...