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» Optimization by Stochastic Continuation
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STOC
2012
ACM
251views Algorithms» more  STOC 2012»
13 years 6 months ago
Minimax option pricing meets black-scholes in the limit
Option contracts are a type of financial derivative that allow investors to hedge risk and speculate on the variation of an asset’s future market price. In short, an option has...
Jacob Abernethy, Rafael M. Frongillo, Andre Wibiso...
GLOBECOM
2009
IEEE
15 years 2 months ago
Minimum-Length Scheduling for Multicast Traffic under Channel Uncertainty
Abstract--We consider a set of multicast sources, each multicasting a finite amount of data to its corresponding destinations. The objective is to minimize the time to deliver all ...
Anna Pantelidou, Anthony Ephremides
IMCSIT
2010
15 years 1 months ago
PSO based modeling of Takagi-Sugeno fuzzy motion controller for dynamic object tracking with mobile platform
Modeling of optimized motion controller is one of the interesting problems in the context of behavior based mobile robotics. Behavior based mobile robots should have an ideal contr...
Meenakshi Gupta, Laxmidhar Behera, Venkatesh K. S.
SIAMSC
2010
132views more  SIAMSC 2010»
14 years 11 months ago
An Interior-Point Algorithm for Large-Scale Nonlinear Optimization with Inexact Step Computations
We present a line-search algorithm for large-scale continuous optimization. The algorithm is matrix-free in that it does not require the factorization of derivative matrices. Inste...
Frank E. Curtis, Olaf Schenk, Andreas Wächter
MOBIHOC
2009
ACM
16 years 5 months ago
Energy-efficient capture of stochastic events by global- and local-periodic network coverage
We consider a high density of sensors randomly placed in a geographical area for event monitoring. The monitoring regions of the sensors may have significant overlap, and a subset...
Shibo He, Jiming Chen, David K. Y. Yau, Huanyu Sha...