A geometric derivation of numerical integrators for optimal control problems is proposed. It is based in the classical technique of generating functions adapted to the special fea...
We consider the problem of dynamically hedging the profits of a corporation when these profits are correlated with returns in the financial markets. In particular, we consider the...
This paper focuses on the design of control strategies for Evolutionary Algorithms. We propose a method to encapsulate multiple parameters, reducing control to only one criterion. ...
Abstract. Combinatorial problems such as scheduling, resource allocation, and configuration have many attributes that can be subject of user preferences. Traditional optimization ...
The dynamic optimization problem concerns finding an optimum in a changing environment. In the tracking problem, the optimizer should be able to follow the optimum’s changes ov...
Claudio Rossi, Antonio Barrientos, Jaime del Cerro