548 search results - page 14 / 110 » Optimization of Convex Risk Functions |
CORR
2004
Springer
13 years 10 months ago
2004
Springer
We study a general online convex optimization problem. We have a convex set S and an unknown sequence of cost functions c1, c2, . . . , and in each period, we choose a feasible po...
FS
2010
13 years 8 months ago
2010
Extreme losses of portfolios with heavy-tailed components are studied in the framework of multivariate regular variation. Asymptotic distributions of extreme portfolio losses are ...
INFOCOM
2011
IEEE
13 years 2 months ago
2011
IEEE
—Epidemics dynamics can describe the dissemination of information in delay tolerant networks, in peer to peer networks and in content delivery networks. The control of such dynam...
CORR
2011
Springer
13 years 5 months ago
2011
Springer
In Combinatorial Public Projects, there is a set of projects that may be undertaken, and a set of selfinterested players with a stake in the set of projects chosen. A public plann...
PG
2003
IEEE
14 years 3 months ago
2003
IEEE
We present an algorithm to construct a tight bounding polyhedron for a recursive procedural model. We first use an iterated function system (IFS) to represent the extent of the p...