1477 search results - page 90 / 296 » Random Convex Programs |
EOR
2008
13 years 8 months ago
2008
The aim of this paper is to apply the concept of robust optimization introduced by Bel-Tal and Nemirovski to the portfolio selection problems based on multi-stage scenario trees. ...
SIAMCO
2011
13 years 3 months ago
2011
We study properties of solutions to fully nonlinear versions of the standard Black– Scholes partial differential equation. These equations have been introduced in financial mat...
CEC
2008
IEEE
14 years 3 months ago
2008
IEEE
—Limited numerical precision of nVidia GeForce 8800 GTX and other GPUs requires careful implementation of PRNGs. The Park-Miller PRNG is programmed using G80’s native Value4f ...
ENTCS
2007
13 years 8 months ago
2007
We present the SQRAM architecture for quantum computing, which is based on Knill’s QRAM model. We detail a suitable instruction set, which implements a universal set of quantum ...
ICST
2008
IEEE
14 years 3 months ago
2008
IEEE
Intuition suggests that random testing of object-oriented programs should exhibit a high difference in the number of defects detected by two different runs over the same amount of...