The paper considers robust optimization to cope with uncertainty about the stock return process in one period option hedging problems. The robust approach relates portfolio choice ...
We study the problem of multivariate integration over Rd with integrands of the form f(x)d(x) where d is a probability density function. Practical problems of this form occur comm...
Frances Y. Kuo, Grzegorz W. Wasilkowski, Benjamin ...
Among the most exciting advances in early vision has been the development of efficient energy minimization algorithms for pixel-labeling tasks such as depth or texture computation....
Richard Szeliski, Ramin Zabih, Daniel Scharstein, ...
Intelligent access to information requires semantic integration of structured databases with unstructured textual resources. While the semantic integration problem has been widely...
We consider the problem of differentiated rate scheduling for the downlink (i.e., multi-antenna broadcast channel), in the sense that the rates required by different users must sat...
Amir F. Dana, Masoud Sharif, Ali Vakili, Babak Has...