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MP
2006
87views more  MP 2006»
15 years 4 months ago
A Robust Optimization Approach to Dynamic Pricing and Inventory Control with no Backorders
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...
Elodie Adida, Georgia Perakis
SIAMJO
2008
139views more  SIAMJO 2008»
15 years 4 months ago
An Augmented Primal-Dual Method for Linear Conic Programs
We propose a new iterative approach for solving linear programs over convex cones. Assuming that Slaters condition is satisfied, the conic problem is transformed to the minimizatio...
Florian Jarre, Franz Rendl
ML
2007
ACM
15 years 3 months ago
Feature space perspectives for learning the kernel
In this paper, we continue our study of learning an optimal kernel in a prescribed convex set of kernels, [18]. We present a reformulation of this problem within a feature space e...
Charles A. Micchelli, Massimiliano Pontil
FOCM
2010
160views more  FOCM 2010»
15 years 2 months ago
Boundary Measures for Geometric Inference
We study the boundary measures of compact subsets of the d-dimensional Euclidean space, which are closely related to Federer’s curvature measures. We show that they can be comput...
Frédéric Chazal, David Cohen-Steiner...
FS
2010
124views more  FS 2010»
15 years 2 months ago
Comparison results for stochastic volatility models via coupling
The aim of this paper is to investigate the properties of stochastic volatility models, and to discuss to what extent, and with regard to which models, properties of the classical...
David Hobson