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EOR
2011
112views more  EOR 2011»
13 years 3 months ago
Continuous time mean variance asset allocation: A time-consistent strategy
We develop a numerical scheme for determining the optimal asset allocation strategy for time-consistent, continuous time, mean variance optimization. Any type of constraint can be...
J. Wang, P. A. Forsyth
ICCV
2009
IEEE
15 years 1 months ago
Optimal Correspondences from Pairwise Constraints
Correspondence problems are of great importance in computer vision. They appear as subtasks in many applications such as object recognition, merging partial 3D reconstructions a...
Olof Enqvist, Klas Josephson, Fredrik Kahl
ATAL
2005
Springer
14 years 2 months ago
Impact of problem centralization in distributed constraint optimization algorithms
Recent progress in Distributed Constraint Optimization Problems (DCOP) has led to a range of algorithms now available which differ in their amount of problem centralization. Probl...
John Davin, Pragnesh Jay Modi
ATAL
2006
Springer
14 years 17 days ago
No-commitment branch and bound search for distributed constraint optimization
We present a new polynomial-space algorithm for solving Distributed Constraint Optimization problems (DCOP). The algorithm, called NCBB, is branch and bound search with modificati...
Anton Chechetka, Katia P. Sycara
CP
2008
Springer
13 years 10 months ago
Exploiting Decomposition in Constraint Optimization Problems
Decomposition is a powerful technique for reducing the size of a backtracking search tree. However, when solving constraint optimization problems (COP's) the standard techniqu...
Matthew Kitching, Fahiem Bacchus