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IOR
2006
91views more  IOR 2006»
13 years 10 months ago
Robust One-Period Option Hedging
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 ...
Frank Lutgens, Jos F. Sturm, Antoon Kolen
ICIP
2007
IEEE
14 years 12 months ago
View Synthesis for Robust Distributed Video Compression in Wireless Camera Networks
We propose a method for delivering error-resilient video from wireless camera networks in a distributed fashion over lossy channels. Our scheme is based on distributed source codi...
Chuohao Yeo, Jiajun Wang, Kannan Ramchandran
IPSN
2003
Springer
14 years 3 months ago
A Robust Data Delivery Protocol for Large Scale Sensor Networks
Although data forwarding algorithms and protocols have been among the first set of issues explored in sensor networking, how to reliably deliver sensing data through a vast field...
Fan Ye, Gary Zhong, Songwu Lu, Lixia Zhang
CRV
2005
IEEE
342views Robotics» more  CRV 2005»
14 years 3 days ago
PDE-Based Robust Robotic Navigation
In robotic navigation, path planning is aimed at getting the optimum collision-free path between a starting and target locations. The optimality criterion depends on the surroundi...
M. Sabry Hassouna, Alaa E. Abdel-Hakim, Aly A. Far...
AUTOMATICA
2006
125views more  AUTOMATICA 2006»
13 years 10 months ago
Optimization over state feedback policies for robust control with constraints
This paper is concerned with the optimal control of linear discrete-time systems, which are subject to unknown but bounded state disturbances and mixed constraints on the state an...
Paul J. Goulart, Eric C. Kerrigan, Jan M. Maciejow...