548 search results - page 17 / 110 » Optimization of Convex Risk Functions |
MP
2002
13 years 10 months ago
2002
In this paper we consider stochastic programming problems where the objective function is given as an expected value of a convex piecewise linear random function. With an optimal s...
COCOS
2003
Springer
14 years 3 months ago
2003
Springer
We investigate some approaches to solving nonconvex global optimization problems by convex nonlinear programming methods. We assume that the problem becomes convex when selected va...
CSO
2009
IEEE
14 years 5 months ago
2009
IEEE
When a paid price discount activity occurs, the decisionmaker must decide whether or not and when to pay the additional fees for preferential price in an online fashion. This prob...
COLT
2010
Springer
13 years 8 months ago
2010
Springer
We study the regret of an online learner playing a multi-round game in a Banach space B against an adversary that plays a convex function at each round. We characterize the minima...
AUTOMATICA
2008
13 years 10 months ago
2008
This paper presents a guaranteed method for the parameter estimation of nonlinear models in a bounded-error context. This method is based on functions which consists of the differ...