203 search results - page 16 / 41 » Second-Order Risk Constraints |
ICANN
2009
Springer
13 years 5 months ago
2009
Springer
Abstract. This paper studies a risk minimization approach to estimate a transformation model from noisy observations. It is argued that transformation models are a natural candidat...
EOR
2008
13 years 7 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. ...
SIAMJO
2008
13 years 7 months ago
2008
Stochastic dominance constraints allow a decision-maker to manage risk in an optimization setting by requiring their decision to yield a random outcome which stochastically domina...
JIFS
2007
13 years 7 months ago
2007
We present a solution to the winner determination problem which takes into account not only costs but also risk aversion of the agent that accepts the bids, and which works for au...
ICML
2008
IEEE
14 years 8 months ago
2008
IEEE
The problem of obtaining the maximum a posteriori (map) estimate of a discrete random field is of fundamental importance in many areas of Computer Science. In this work, we build ...