24 search results - page 3 / 5 » Robust portfolio optimization with derivative insurance guar... |
AUTOMATICA
2005
13 years 7 months ago
2005
This paper proposes a quadratic programming (QP) approach to robust model predictive control (MPC) for constrained linear systems having both model uncertainties and bounded distu...
JPDC
2008
13 years 7 months ago
2008
This research investigates the problem of robust static resource allocation for distributed computing systems operating under imposed Quality of Service (QoS) constraints. Often, ...
STOC
2009
ACM
14 years 8 months ago
2009
ACM
The price of anarchy (POA) is a worst-case measure of the inefficiency of selfish behavior, defined as the ratio of the objective function value of a worst Nash equilibrium of a g...
VMV
2007
13 years 8 months ago
2007
The core of most registration algorithms aligns scan data by pairs, minimizing their relative distance. This local optimization must generally pass through a validation procedure t...
MCS
2007
Springer
13 years 7 months ago
2007
Springer
This paper investigates the stability of neutral delay-differential systems with mixed multiple time-varying delay arguments. Based on the Lyapunov functional method, and the rela...