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ISCAS
2005
IEEE
179views Hardware» more  ISCAS 2005»
14 years 9 days ago
Robust stabilization of control systems using piecewise linear Lyapunov functions and evolutionary algorithm
— Piecewise linear Lyapunov functions are used to design control gain matrices so that closed systems are robust stable and attractive regions are expanded as large as possible i...
K. Tagawa, Y. Ohta
STOC
2012
ACM
251views Algorithms» more  STOC 2012»
11 years 9 months ago
Minimax option pricing meets black-scholes in the limit
Option contracts are a type of financial derivative that allow investors to hedge risk and speculate on the variation of an asset’s future market price. In short, an option has...
Jacob Abernethy, Rafael M. Frongillo, Andre Wibiso...
TCOM
2010
91views more  TCOM 2010»
13 years 5 months ago
Robust Power Allocation Algorithms for Wireless Relay Networks
—Resource allocation promises significant benefits in wireless networks. In order to fully reap these benefits, it is important to design efficient resource allocation algori...
Tony Q. S. Quek, Moe Z. Win, Marco Chiani
ICALP
2010
Springer
13 years 11 months ago
Thresholded Covering Algorithms for Robust and Max-min Optimization
The general problem of robust optimization is this: one of several possible scenarios will appear tomorrow, but things are more expensive tomorrow than they are today. What should...
Anupam Gupta, Viswanath Nagarajan, R. Ravi
ICIP
2003
IEEE
14 years 8 months ago
An integrated algorithm of incremental and robust PCA
Principal Component Analysis (PCA) is a well-established technique in image processing and pattern recognition. Incremental PCA and robust PCA are two interesting problems with nu...
Yongmin Li Li, Li-Qun Xu, Jason Morphett, Richard ...