548 search results - page 13 / 110 » Optimization of Convex Risk Functions |
IOR
2011
13 years 5 months ago
2011
We formulate a risk-averse two-stage stochastic linear programming problem in which unresolved uncertainty remains after the second stage. The objective function is formulated as ...
AMAI
2004
Springer
14 years 4 months ago
2004
Springer
The majority of the work in the area of Markov decision processes has focused on expected values of rewards in the objective function and expected costs in the constraints. Althou...
INFOCOM
2000
IEEE
14 years 3 months ago
2000
IEEE
Abstract—The future Internet is expected to support applications with quality of service (QoS) requirements. For this end several mechanisms are suggested in the IETF to support ...
NIPS
1996
13 years 12 months ago
1996
In this paper we apply the method of complexity regularization to derive estimation bounds for nonlinear function estimation using a single hidden layer radial basis function netwo...
CDC
2009
IEEE
14 years 2 months ago
2009
IEEE
— A receding horizon control algorithm, originally proposed for tracking best-possible steady-states in the presence of overly stringent state and/or input constraints, is analyz...