548 search results - page 35 / 110 » Optimization of Convex Risk Functions |
SIAMJO
2008
13 years 10 months ago
2008
We consider a rather general class of mathematical programming problems with data uncertainty, where the uncertainty set is represented by a system of convex inequalities. We prove...
SWAT
2010
Springer
14 years 3 months ago
2010
Springer
We attend to the classic setting where an observer needs to inform a tracker about an arbitrary time varying function f : N0 → Z. This is an optimization problem, where both wron...
MP
2006
13 years 10 months ago
2006
We show that for even quasi-concave objective functions the worst-case distribution, with respect to a family of unimodal distributions, of a stochastic programming problem is a u...
NIPS
2008
13 years 11 months ago
2008
Large-margin structured estimation methods minimize a convex upper bound of loss functions. While they allow for efficient optimization algorithms, these convex formulations are n...
INFOCOM
2012
IEEE
12 years 24 days ago
2012
IEEE
—We study two convex optimization problems in a multi-class M/G/1 queue with adjustable service rates: minimizing convex functions of the average delay vector, and minimizing ave...