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COR
2008
116views more  COR 2008»
13 years 7 months ago
Robust multiperiod portfolio management in the presence of transaction costs
We study the viability of different robust optimization approaches to multiperiod portfolio selection. Robust optimization models treat future asset returns as uncertain coefficie...
Dimitris Bertsimas, Dessislava Pachamanova
EUROCRYPT
2004
Springer
13 years 11 months ago
Efficient Private Matching and Set Intersection
We consider the problem of computing the intersection of private datasets of two parties, where the datasets contain lists of elements taken from a large domain. This problem has m...
Michael J. Freedman, Kobbi Nissim, Benny Pinkas
DASC
2006
IEEE
14 years 1 months ago
Service Clouds: A Distributed Infrastructure for Constructing Autonomic Communication Services
Abstract— This paper describes Service Clouds, a distributed infrastructure designed to facilitate rapid prototyping and deployment of services that enhance communication perform...
Philip K. McKinley, Farshad A. Samimi, Jonathan K....
CRYPTO
1999
Springer
103views Cryptology» more  CRYPTO 1999»
13 years 12 months ago
Information Theoretically Secure Communication in the Limited Storage Space Model
Abstract. We provide a simple secret-key two-party secure communication scheme, which is provably information-theoretically secure in the limited-storage-space model. The limited-s...
Yonatan Aumann, Michael O. Rabin
CDC
2008
IEEE
131views Control Systems» more  CDC 2008»
14 years 2 months ago
Explicit model predictive control for linear parameter-varying systems
Abstract— In this paper we demonstrate how one can reformulate the MPC problem for LPV systems to a series of mpLPs by a closed-loop minimax MPC algorithm based on dynamic progra...
Thomas Besselmann, Johan Löfberg, Manfred Mor...