We present an algorithm which provides the one-dimensional subspace where the Bayes error is minimized for the C class problem with homoscedastic Gaussian distributions. Our main ...
The observations in many applications consist of counts of discrete events, such as photons hitting a detector, which cannot be effectively modeled using an additive bounded or Ga...
Zachary T. Harmany, Roummel F. Marcia, Rebecca Wil...
This paper introduces a financial hedging model for global environment risks. Our approach is based on portfolio insurance under hedging constraints. Investors are assumed to maxi...
In this paper, we present a robust optimization formulation for dealing with demand uncertainty in a dynamic pricing and inventory control problem for a make-to-stock manufacturing...
This paper introduces a new framework for two-phase image segmentation, namely the Fuzzy Region Competition. A generic formulation is developed that extends in a convex way several...