548 search results - page 16 / 110 » Optimization of Convex Risk Functions |
MP
2002
13 years 10 months ago
2002
We introduce an alternative to the smoothing technique approach for constrained optimization. As it turns out for any given smoothing function there exists a modification with part...
ICML
2003
IEEE
14 years 11 months ago
2003
IEEE
Convex programming involves a convex set F Rn and a convex cost function c : F R. The goal of convex programming is to find a point in F which minimizes c. In online convex prog...
MANSCI
2007
13 years 10 months ago
2007
We study the portfolio selection problem of an investor who can optimally exert costly effort for more income. The possibility of generating more income, if necessary, increases ...
INFOCOM
2009
IEEE
14 years 5 months ago
2009
IEEE
— We consider the uplink power control problem where mobile users in different cells are communicating with their base stations. We formulate the power control problem as the min...
AAAI
2006
14 years 1 days ago
2006
Partially observable Markov decision processes (POMDPs) are an intuitive and general way to model sequential decision making problems under uncertainty. Unfortunately, even approx...